-50.3%
TEAM vs CMS
+23.4%
-73.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +67.3% | -3.6% | +70.9% | +67.7% |
| 3M | +86.8% | -1.9% | +88.7% | +87.0% |
| 6M | +146.8% | -11.0% | +157.8% | +149.1% |
| YTD | +16.9% | +0.2% | +16.7% | +15.4% |
| 1Y | +12.8% | -1.3% | +14.1% | +11.5% |
| 3Y | -7.3% | +35.9% | -43.2% | -18.5% |
| All | -50.3% | +23.4% | -73.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling