+454.5%
TEAM vs CMS
+137.8%
+316.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -19.7% | -1.1% | -18.6% | -19.6% |
| 30D | -26.6% | +6.6% | -33.2% | -27.3% |
| 3M | -1.1% | +0.8% | -1.9% | -1.2% |
| 6M | +74.6% | -3.3% | +77.9% | +75.1% |
| YTD | -6.0% | +2.7% | -8.7% | -7.3% |
| 1Y | -3.2% | -4.0% | +0.8% | -3.3% |
| 3Y | -13.5% | +37.6% | -51.1% | -21.4% |
| 5Y | -65.5% | +35.4% | -100.9% | -68.7% |
| 10Y | +454.5% | +136.0% | +318.5% | +380.3% |
| All | +454.5% | +137.8% | +316.8% | +380.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling