-65.3%
TEAM vs CP
+24.4%
-89.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.7% | -14.5% | -15.4% |
| 7D | -19.8% | +2.8% | -22.6% | -20.8% |
| 30D | -21.5% | +10.2% | -31.7% | -24.9% |
| 3M | +39.5% | +2.4% | +37.1% | +38.1% |
| 6M | +73.1% | +7.7% | +65.4% | +66.8% |
| YTD | -5.2% | +26.0% | -31.2% | -17.9% |
| 1Y | -1.6% | +34.6% | -36.2% | -18.3% |
| 3Y | -11.4% | +26.7% | -38.1% | -26.1% |
| All | -65.3% | +24.4% | -89.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling