-50.3%
TEAM vs CNH
+11.5%
-61.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.7% | -3.6% |
| 7D | -0.4% | +23.3% | -23.7% | -5.9% |
| 30D | +67.3% | +33.5% | +33.8% | +54.3% |
| 3M | +86.8% | +32.7% | +54.1% | +71.6% |
| 6M | +146.8% | +22.2% | +124.6% | +129.1% |
| YTD | +16.9% | +57.7% | -40.8% | -3.8% |
| 1Y | +12.8% | +28.0% | -15.2% | +1.2% |
| 3Y | -7.3% | +11.5% | -18.8% | -14.3% |
| All | -50.3% | +11.5% | -61.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling