+802.8%
TEAM vs CME
+347.9%
+454.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | -0.4% | -1.6% | +1.1% | 0.0% |
| 30D | +67.3% | +6.2% | +61.1% | +64.3% |
| 3M | +86.8% | +10.4% | +76.4% | +80.9% |
| 6M | +146.8% | -9.5% | +156.3% | +153.2% |
| YTD | +16.9% | +6.0% | +10.9% | +13.8% |
| 1Y | +12.8% | +9.3% | +3.5% | +8.5% |
| 3Y | -7.3% | +57.7% | -64.9% | -23.8% |
| 5Y | -50.7% | +77.7% | -128.4% | -60.7% |
| 10Y | +529.8% | +281.2% | +248.6% | +324.8% |
| All | +802.8% | +347.9% | +454.8% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling