+467.0%
TEAM vs CFG
+248.3%
+218.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -17.2% | +0.3% | -17.5% | -17.2% |
| 30D | -25.1% | +3.2% | -28.3% | -25.6% |
| 3M | +3.9% | -9.7% | +13.6% | +6.2% |
| 6M | +69.1% | +3.6% | +65.5% | +67.2% |
| YTD | -4.5% | +14.7% | -19.1% | -8.2% |
| 1Y | -1.9% | +29.6% | -31.4% | -8.4% |
| 3Y | -9.3% | +190.6% | -199.9% | -28.4% |
| 5Y | -65.2% | +67.1% | -132.2% | -70.1% |
| 10Y | +467.0% | +237.0% | +230.0% | +324.1% |
| All | +467.0% | +248.3% | +218.7% | +324.1% |
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