-65.8%
TEAM vs CME
+75.0%
-140.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -16.9% | +2.7% | -19.6% | -17.7% |
| 30D | -26.8% | +13.5% | -40.3% | -30.1% |
| 3M | -1.9% | +20.9% | -22.8% | -8.3% |
| 6M | +79.2% | +11.5% | +67.7% | +71.1% |
| YTD | -6.1% | +19.5% | -25.5% | -13.1% |
| 1Y | -2.1% | +17.2% | -19.3% | -8.8% |
| 3Y | -13.6% | +65.1% | -78.7% | -38.1% |
| 5Y | -65.8% | +73.1% | -138.9% | -77.5% |
| All | -65.8% | +75.0% | -140.8% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling