-65.3%
TEAM vs CI
+49.9%
-115.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.6% | -13.5% | -15.9% |
| 7D | -19.8% | -1.6% | -18.3% | -19.7% |
| 30D | -21.5% | +5.4% | -26.9% | -21.8% |
| 3M | +39.5% | +7.3% | +32.2% | +38.8% |
| 6M | +73.1% | +5.3% | +67.8% | +72.2% |
| YTD | -5.2% | +8.5% | -13.7% | -6.3% |
| 1Y | -1.6% | +17.1% | -18.7% | -3.6% |
| 3Y | -11.4% | +1.4% | -12.9% | -13.7% |
| All | -65.3% | +49.9% | -115.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling