-65.3%
TEAM vs CG
-22.2%
-43.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.5% | -15.8% |
| 7D | -19.8% | -1.2% | -18.6% | -19.4% |
| 30D | -21.5% | +5.0% | -26.5% | -24.3% |
| 3M | +39.5% | -18.2% | +57.7% | +56.2% |
| 6M | +73.1% | -20.7% | +93.8% | +95.2% |
| YTD | -5.2% | -31.4% | +26.2% | +16.0% |
| 1Y | -1.6% | -22.3% | +20.7% | +10.3% |
| 3Y | -11.4% | +50.2% | -61.6% | -45.9% |
| All | -65.3% | -22.2% | -43.1% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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