+454.5%
TEAM vs CP
+251.7%
+202.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | -0.7% | -19.0% | -19.4% |
| 30D | -26.6% | +9.6% | -36.3% | -29.4% |
| 3M | -1.1% | +2.2% | -3.3% | -2.0% |
| 6M | +74.6% | +11.1% | +63.5% | +66.7% |
| YTD | -6.0% | +28.2% | -34.2% | -17.3% |
| 1Y | -3.2% | +32.2% | -35.4% | -16.1% |
| 3Y | -13.5% | +35.5% | -49.0% | -26.7% |
| 5Y | -65.5% | +26.8% | -92.3% | -70.1% |
| 10Y | +454.5% | +256.9% | +197.6% | +201.9% |
| All | +454.5% | +251.7% | +202.8% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling