+637.6%
TEAM vs CNP
+253.8%
+383.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -17.2% | -4.3% | -12.9% | -16.5% |
| 30D | -25.1% | +5.7% | -30.8% | -26.1% |
| 3M | +3.9% | +0.9% | +3.0% | +3.4% |
| 6M | +69.1% | -1.1% | +70.2% | +68.4% |
| YTD | -4.5% | +8.3% | -12.7% | -7.5% |
| 1Y | -1.9% | +5.9% | -7.8% | -4.5% |
| 3Y | -9.3% | +64.6% | -74.0% | -21.9% |
| 5Y | -65.2% | +74.6% | -139.7% | -70.2% |
| 10Y | +467.0% | +139.8% | +327.1% | +310.1% |
| All | +637.6% | +253.8% | +383.8% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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