-12.9%
TEAM vs CP
+35.8%
-48.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | -0.7% | -19.0% | -19.5% |
| 30D | -26.6% | +9.6% | -36.3% | -28.5% |
| 3M | -1.1% | +2.2% | -3.3% | -1.7% |
| 6M | +74.6% | +11.1% | +63.5% | +69.6% |
| YTD | -6.0% | +28.2% | -34.2% | -15.2% |
| 1Y | -3.2% | +32.2% | -35.4% | -14.3% |
| All | -12.9% | +35.8% | -48.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling