-65.2%
TEAM vs CF
+112.3%
-177.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -17.2% | -0.9% | -16.3% | -17.2% |
| 30D | -25.1% | +6.9% | -32.0% | -25.8% |
| 3M | +3.9% | +4.8% | -0.9% | +2.9% |
| 6M | +69.1% | +4.7% | +64.4% | +66.4% |
| YTD | -4.5% | +56.5% | -61.0% | -14.5% |
| 1Y | -1.9% | +48.4% | -50.3% | -11.2% |
| 3Y | -9.3% | +59.1% | -68.5% | -20.1% |
| 5Y | -65.2% | +109.5% | -174.7% | -75.3% |
| All | -65.2% | +112.3% | -177.4% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling