-8.4%
TEAM vs CME
+56.2%
-64.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.7% |
| 7D | -0.4% | -1.6% | +1.1% | -0.7% |
| 30D | +67.3% | +6.2% | +61.1% | +68.7% |
| 3M | +86.8% | +10.4% | +76.4% | +88.4% |
| 6M | +146.8% | -9.5% | +156.3% | +138.9% |
| YTD | +16.9% | +6.0% | +10.9% | +18.6% |
| 1Y | +12.8% | +9.3% | +3.5% | +15.3% |
| All | -8.4% | +56.2% | -64.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling