+115.0%
TEAM vs CMI
+8.5%
+106.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -6.8% |
| 7D | -5.7% | +1.9% | -7.6% | -4.2% |
| 30D | +18.3% | -12.5% | +30.9% | +6.9% |
| 3M | +80.2% | -16.2% | +96.4% | +60.2% |
| All | +115.0% | +8.5% | +106.5% | +103.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling