-17.0%
TEAM vs CNC
-2.4%
-14.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | -4.7% | -4.9% | +0.2% | -4.3% |
| 30D | +17.0% | -3.8% | +20.8% | +17.4% |
| 3M | +85.9% | -3.2% | +89.1% | +86.3% |
| 6M | +116.7% | +47.9% | +68.8% | +112.5% |
| YTD | +9.6% | +55.7% | -46.1% | +7.3% |
| 1Y | -2.5% | +106.2% | -108.8% | -6.0% |
| All | -17.0% | -2.4% | -14.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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