-50.3%
TEAM vs CFG
+101.4%
-151.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.4% | +1.5% | -2.0% | -1.1% |
| 30D | +67.3% | -3.8% | +71.1% | +69.9% |
| 3M | +86.8% | +11.5% | +75.3% | +77.3% |
| 6M | +146.8% | +19.2% | +127.6% | +125.0% |
| YTD | +16.9% | +23.7% | -6.8% | +4.3% |
| 1Y | +12.8% | +38.8% | -26.1% | -5.1% |
| 3Y | -7.3% | +178.9% | -186.2% | -44.7% |
| All | -50.3% | +101.4% | -151.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling