-53.8%
TEAM vs CG
+9.5%
-63.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -5.6% |
| 7D | -5.7% | -1.3% | -4.4% | -4.8% |
| 30D | +18.3% | -3.2% | +21.5% | +20.8% |
| 3M | +80.2% | +6.2% | +74.0% | +71.3% |
| 6M | +111.0% | -4.7% | +115.6% | +112.7% |
| YTD | +8.8% | -20.6% | +29.4% | +22.5% |
| 1Y | +2.2% | -26.4% | +28.5% | +19.4% |
| 3Y | -14.6% | +55.4% | -70.0% | -46.6% |
| 5Y | -53.8% | +9.8% | -63.6% | -60.7% |
| All | -53.8% | +9.5% | -63.3% | -60.7% |
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