+631.8%
TEAM vs CB
+284.8%
+347.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.4% | -15.8% |
| 7D | -19.8% | +0.2% | -20.1% | -19.8% |
| 30D | -21.5% | +9.1% | -30.6% | -22.8% |
| 3M | +39.5% | +3.4% | +36.1% | +38.5% |
| 6M | +73.1% | +14.1% | +59.0% | +68.8% |
| YTD | -5.2% | +18.0% | -23.2% | -8.4% |
| 1Y | -1.6% | +30.1% | -31.7% | -6.7% |
| 3Y | -11.4% | +71.8% | -83.2% | -21.8% |
| 5Y | -65.1% | +101.8% | -166.9% | -70.5% |
| 10Y | +471.3% | +252.1% | +219.2% | +285.2% |
| All | +631.8% | +284.8% | +347.0% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling