+73.1%
TEAM vs CI
+7.4%
+65.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.6% | -13.5% | -15.5% |
| 7D | -19.8% | -1.6% | -18.3% | -19.3% |
| 30D | -21.5% | +5.4% | -26.9% | -22.0% |
| 3M | +39.5% | +7.3% | +32.2% | +38.9% |
| 6M | +73.1% | +5.3% | +67.8% | +77.9% |
| All | +73.1% | +7.4% | +65.7% | +77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling