+631.8%
TEAM vs CFG
+257.7%
+374.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.2% | -15.9% |
| 7D | -19.8% | -0.9% | -18.9% | -19.7% |
| 30D | -21.5% | +1.1% | -22.6% | -21.7% |
| 3M | +39.5% | -12.0% | +51.5% | +43.6% |
| 6M | +73.1% | -2.2% | +75.3% | +73.4% |
| YTD | -5.2% | +11.4% | -16.6% | -8.4% |
| 1Y | -1.6% | +27.8% | -29.4% | -8.0% |
| 3Y | -11.4% | +173.3% | -184.8% | -29.8% |
| 5Y | -65.1% | +62.4% | -127.5% | -69.9% |
| 10Y | +471.3% | +249.6% | +221.7% | +290.9% |
| All | +631.8% | +257.7% | +374.1% | +481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling