-11.4%
TEAM vs CNH
+7.0%
-18.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.8% | -18.9% | -16.3% |
| 7D | -19.8% | -1.7% | -18.1% | -19.8% |
| 30D | -21.5% | -7.2% | -14.3% | -21.2% |
| 3M | +39.5% | +6.5% | +32.9% | +38.6% |
| 6M | +73.1% | +7.9% | +65.2% | +71.6% |
| YTD | -5.2% | +26.6% | -31.8% | -12.7% |
| 1Y | -1.6% | +13.8% | -15.3% | -6.4% |
| 3Y | -11.4% | +9.2% | -20.6% | -16.0% |
| All | -11.4% | +7.0% | -18.5% | -16.0% |
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