-14.3%
TEAM vs CNH
+29.5%
-43.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.4% | +3.0% | -5.4% | -2.6% |
| 30D | -26.7% | -0.6% | -26.1% | -26.6% |
| 3M | -9.6% | +14.6% | -24.3% | -10.8% |
| 6M | +86.0% | +11.8% | +74.3% | +83.7% |
| YTD | -7.5% | +30.4% | -37.9% | -15.8% |
| 1Y | -1.4% | +19.1% | -20.4% | -7.3% |
| 3Y | -14.3% | +30.2% | -44.5% | -27.3% |
| All | -14.3% | +29.5% | -43.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling