+502.9%
TEAM vs CFG
+308.1%
+194.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | +17.0% | -4.5% | +21.6% | +18.2% |
| 3M | +85.9% | +6.3% | +79.6% | +83.0% |
| 6M | +116.7% | +20.6% | +96.0% | +106.3% |
| YTD | +9.6% | +21.2% | -11.6% | +4.1% |
| 1Y | -2.5% | +38.2% | -40.7% | -10.4% |
| 3Y | -14.0% | +185.9% | -199.9% | -32.1% |
| 5Y | -53.1% | +97.0% | -150.1% | -60.6% |
| 10Y | +502.9% | +306.8% | +196.1% | +317.9% |
| All | +502.9% | +308.1% | +194.8% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling