+475.2%
TEAM vs CNH
+152.9%
+322.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.4% | -5.7% |
| 7D | -5.7% | +8.8% | -14.5% | -7.5% |
| 30D | +18.3% | +24.7% | -6.3% | +12.1% |
| 3M | +80.2% | +27.3% | +52.9% | +69.1% |
| 6M | +111.0% | +23.2% | +87.8% | +96.5% |
| YTD | +8.8% | +48.9% | -40.1% | -5.2% |
| 1Y | +2.2% | +19.4% | -17.2% | -5.2% |
| 3Y | -14.6% | +7.8% | -22.4% | -20.1% |
| 5Y | -53.8% | +8.7% | -62.5% | -57.1% |
| 10Y | +475.2% | +149.5% | +325.7% | +334.8% |
| All | +475.2% | +152.9% | +322.3% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling