+467.0%
TEAM vs CMS
+127.7%
+339.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -17.2% | -0.9% | -16.3% | -17.1% |
| 30D | -25.1% | +7.1% | -32.2% | -25.8% |
| 3M | +3.9% | -1.3% | +5.2% | +4.0% |
| 6M | +69.1% | -2.7% | +71.8% | +69.4% |
| YTD | -4.5% | +2.6% | -7.1% | -5.7% |
| 1Y | -1.9% | -2.0% | +0.1% | -2.3% |
| 3Y | -9.3% | +39.6% | -48.9% | -17.8% |
| 5Y | -65.2% | +35.3% | -100.5% | -68.4% |
| 10Y | +467.0% | +132.3% | +334.7% | +393.1% |
| All | +467.0% | +127.7% | +339.3% | +393.1% |
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