+467.0%
TEAM vs CNH
+134.0%
+333.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -1.5% |
| 7D | -17.2% | +8.6% | -25.8% | -18.8% |
| 30D | -25.1% | +12.6% | -37.6% | -27.3% |
| 3M | +3.9% | +17.5% | -13.6% | -0.9% |
| 6M | +69.1% | +18.1% | +51.0% | +59.7% |
| YTD | -4.5% | +40.4% | -44.9% | -16.2% |
| 1Y | -1.9% | +34.0% | -35.8% | -12.8% |
| 3Y | -9.3% | +35.3% | -44.6% | -21.0% |
| 5Y | -65.2% | -5.1% | -60.1% | -66.9% |
| 10Y | +467.0% | +124.0% | +343.0% | +363.2% |
| All | +467.0% | +134.0% | +333.0% | +363.2% |
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