-52.7%
TEAM vs CMI
+163.4%
-216.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -7.8% | +0.8% | -8.6% | -8.0% |
| 30D | +16.5% | -12.8% | +29.3% | +20.6% |
| 3M | +96.2% | -12.4% | +108.6% | +98.6% |
| 6M | +130.2% | -0.9% | +131.1% | +113.4% |
| YTD | +10.7% | +8.9% | +1.9% | -4.6% |
| 1Y | +3.0% | +37.7% | -34.7% | -23.8% |
| 3Y | -13.1% | +148.9% | -161.9% | -55.8% |
| 5Y | -52.7% | +164.4% | -217.1% | -80.0% |
| All | -52.7% | +163.4% | -216.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling