-65.3%
TEAM vs CNH
-14.7%
-50.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.8% | -18.9% | -16.8% |
| 7D | -19.8% | -1.7% | -18.1% | -19.6% |
| 30D | -21.5% | -7.2% | -14.3% | -20.3% |
| 3M | +39.5% | +6.5% | +32.9% | +35.3% |
| 6M | +73.1% | +7.9% | +65.2% | +65.5% |
| YTD | -5.2% | +26.6% | -31.8% | -18.4% |
| 1Y | -1.6% | +13.8% | -15.3% | -11.5% |
| 3Y | -11.4% | +9.2% | -20.6% | -22.8% |
| All | -65.3% | -14.7% | -50.6% | -66.3% |
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 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