+802.8%
TEAM vs CNH
+178.9%
+623.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.7% | -3.5% |
| 7D | -0.4% | +23.3% | -23.7% | -5.3% |
| 30D | +67.3% | +33.5% | +33.8% | +55.9% |
| 3M | +86.8% | +32.7% | +54.1% | +73.5% |
| 6M | +146.8% | +22.2% | +124.6% | +130.6% |
| YTD | +16.9% | +57.7% | -40.8% | +0.6% |
| 1Y | +12.8% | +28.0% | -15.2% | +2.9% |
| 3Y | -7.3% | +11.5% | -18.8% | -13.9% |
| 5Y | -50.7% | +11.9% | -62.6% | -54.6% |
| 10Y | +529.8% | +162.8% | +367.0% | +359.7% |
| All | +802.8% | +178.9% | +623.8% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling