-50.3%
TEAM vs CP
+32.0%
-82.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -0.4% | -2.7% | +2.2% | +0.8% |
| 30D | +67.3% | +0.2% | +67.1% | +67.4% |
| 3M | +86.8% | +2.6% | +84.2% | +84.7% |
| 6M | +146.8% | +6.0% | +140.8% | +137.9% |
| YTD | +16.9% | +24.9% | -8.0% | +2.1% |
| 1Y | +12.8% | +20.1% | -7.3% | +0.4% |
| 3Y | -7.3% | +16.4% | -23.7% | -17.8% |
| All | -50.3% | +32.0% | -82.4% | -59.7% |
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 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