-65.3%
TEAM vs CF
+120.6%
-185.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.7% | -16.8% | -16.2% |
| 7D | -19.8% | -3.2% | -16.7% | -19.6% |
| 30D | -21.5% | +4.3% | -25.8% | -22.0% |
| 3M | +39.5% | +2.8% | +36.7% | +38.4% |
| 6M | +73.1% | +0.6% | +72.4% | +71.4% |
| YTD | -5.2% | +56.6% | -61.8% | -15.2% |
| 1Y | -1.6% | +49.6% | -51.2% | -11.1% |
| 3Y | -11.4% | +61.5% | -72.9% | -22.2% |
| All | -65.3% | +120.6% | -185.9% | -75.6% |
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