+1.7%
TEAM vs CMI
+39.5%
-37.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.7% |
| 7D | -5.2% | -0.7% | -4.5% | -5.5% |
| 30D | +15.8% | -12.4% | +28.1% | +8.4% |
| 3M | +101.5% | -14.8% | +116.2% | +87.7% |
| 6M | +138.2% | +0.8% | +137.4% | +128.5% |
| YTD | +10.8% | +10.2% | +0.6% | +7.3% |
| 1Y | +1.7% | +37.4% | -35.7% | -0.4% |
| All | +1.7% | +39.5% | -37.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling