+802.8%
TEAM vs CMS
+167.7%
+635.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +68.1% |
| 3M | +86.8% | -1.9% | +88.7% | +87.1% |
| 6M | +146.8% | -11.0% | +157.8% | +150.0% |
| YTD | +16.9% | +0.2% | +16.7% | +15.9% |
| 1Y | +12.8% | -1.3% | +14.1% | +12.0% |
| 3Y | -7.3% | +35.9% | -43.2% | -14.7% |
| 5Y | -50.7% | +23.1% | -73.8% | -54.0% |
| 10Y | +529.8% | +117.9% | +411.9% | +482.6% |
| All | +802.8% | +167.7% | +635.1% | +910.7% |
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 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