-13.0%
TEAM vs CFG
+189.7%
-202.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -16.9% | +1.6% | -18.5% | -17.4% |
| 30D | -26.8% | +3.3% | -30.1% | -27.7% |
| 3M | -1.9% | -11.5% | +9.6% | +2.7% |
| 6M | +79.2% | +6.2% | +72.9% | +73.2% |
| YTD | -6.1% | +14.3% | -20.3% | -13.5% |
| 1Y | -2.1% | +26.7% | -28.8% | -14.5% |
| All | -13.0% | +189.7% | -202.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling