+631.8%
TEAM vs CMS
+170.5%
+461.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.0% | -15.9% |
| 7D | -19.8% | -1.3% | -18.5% | -19.7% |
| 30D | -21.5% | +6.3% | -27.8% | -22.1% |
| 3M | +39.5% | -2.1% | +41.5% | +39.8% |
| 6M | +73.1% | -5.1% | +78.2% | +74.0% |
| YTD | -5.2% | +1.3% | -6.5% | -6.2% |
| 1Y | -1.6% | -1.4% | -0.2% | -2.1% |
| 3Y | -11.4% | +36.9% | -48.4% | -18.6% |
| 5Y | -65.1% | +32.5% | -97.6% | -67.8% |
| 10Y | +471.3% | +126.8% | +344.5% | +430.5% |
| All | +631.8% | +170.5% | +461.3% | +718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling