+740.1%
TEAM vs CMI
+728.8%
+11.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | -5.7% | +1.9% | -7.6% | -6.1% |
| 30D | +18.3% | -12.5% | +30.9% | +22.0% |
| 3M | +80.2% | -16.2% | +96.4% | +85.5% |
| 6M | +111.0% | +4.9% | +106.1% | +98.5% |
| YTD | +8.8% | +11.1% | -2.3% | -0.9% |
| 1Y | +2.2% | +43.4% | -41.2% | -15.8% |
| 3Y | -14.6% | +154.1% | -168.7% | -42.1% |
| 5Y | -53.8% | +169.5% | -223.3% | -69.7% |
| 10Y | +475.2% | +503.8% | -28.6% | +183.9% |
| All | +740.1% | +728.8% | +11.3% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling