-11.4%
TEAM vs CMS
+35.4%
-46.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.0% | -16.6% |
| 7D | -19.8% | -1.3% | -18.5% | -20.1% |
| 30D | -21.5% | +6.3% | -27.8% | -20.2% |
| 3M | +39.5% | -2.1% | +41.5% | +39.1% |
| 6M | +73.1% | -5.1% | +78.2% | +71.9% |
| YTD | -5.2% | +1.3% | -6.5% | -6.0% |
| 1Y | -1.6% | -1.4% | -0.2% | -2.4% |
| 3Y | -11.4% | +36.9% | -48.4% | -26.5% |
| All | -11.4% | +35.4% | -46.8% | -26.5% |
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