+15.1%
TEAM vs CMS
+1.4%
+13.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | +0.5% |
| 7D | -13.7% | +4.1% | -17.8% | -10.9% |
| 30D | -3.4% | +10.9% | -14.3% | +4.5% |
| 3M | +72.1% | -0.2% | +72.4% | +71.9% |
| 6M | +103.8% | -4.7% | +108.6% | +97.6% |
| YTD | +17.1% | +3.9% | +13.2% | +16.7% |
| 1Y | +15.1% | +0.4% | +14.7% | +14.7% |
| All | +15.1% | +1.4% | +13.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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