-2.0%
TEAM vs CI
+15.7%
-17.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.6% |
| 7D | -19.7% | -1.3% | -18.4% | -19.8% |
| 30D | -26.6% | +6.4% | -33.0% | -26.1% |
| 3M | -1.1% | +10.7% | -11.7% | +0.4% |
| 6M | +74.6% | +5.5% | +69.1% | +75.3% |
| YTD | -6.0% | +11.4% | -17.4% | -5.3% |
| All | -2.0% | +15.7% | -17.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling