-65.4%
TEAM vs CP
+25.5%
-91.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | -26.7% | +9.3% | -36.0% | -29.6% |
| 3M | -9.6% | +0.5% | -10.1% | -9.9% |
| 6M | +86.0% | +10.4% | +75.6% | +77.2% |
| YTD | -7.5% | +28.7% | -36.2% | -20.7% |
| 1Y | -1.4% | +33.2% | -34.5% | -17.2% |
| 3Y | -14.3% | +38.4% | -52.7% | -32.2% |
| All | -65.4% | +25.5% | -91.0% | -72.0% |
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