-13.0%
TEAM vs CMS
+37.0%
-50.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | -16.9% | -1.3% | -15.6% | -17.2% |
| 30D | -26.8% | +5.3% | -32.1% | -25.7% |
| 3M | -1.9% | -0.3% | -1.6% | -1.8% |
| 6M | +79.2% | -4.0% | +83.2% | +78.4% |
| YTD | -6.1% | +2.1% | -8.2% | -6.6% |
| 1Y | -2.1% | -4.7% | +2.7% | -2.7% |
| All | -13.0% | +37.0% | -50.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling