-58.4%
TEAM vs CF
+125.5%
-183.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -4.1% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -5.5% | +2.2% | -7.7% | -5.9% |
| 3M | +61.7% | +2.1% | +59.6% | +60.6% |
| 6M | +98.5% | -6.5% | +105.0% | +99.0% |
| YTD | +13.0% | +55.6% | -42.5% | +1.3% |
| 1Y | +13.5% | +42.3% | -28.8% | +3.6% |
| 3Y | +3.6% | +55.7% | -52.1% | -8.4% |
| 5Y | -58.4% | +122.4% | -180.8% | -71.5% |
| All | -58.4% | +125.5% | -183.8% | -71.5% |
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