+802.8%
TEAM vs CP
+300.3%
+502.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -0.4% | -2.7% | +2.2% | +0.6% |
| 30D | +67.3% | +0.2% | +67.1% | +67.4% |
| 3M | +86.8% | +2.6% | +84.2% | +85.1% |
| 6M | +146.8% | +6.0% | +140.8% | +139.3% |
| YTD | +16.9% | +24.9% | -8.0% | +5.1% |
| 1Y | +12.8% | +20.1% | -7.3% | +2.9% |
| 3Y | -7.3% | +16.4% | -23.7% | -15.1% |
| 5Y | -50.7% | +31.7% | -82.4% | -57.1% |
| 10Y | +529.8% | +223.9% | +306.0% | +302.4% |
| All | +802.8% | +300.3% | +502.4% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling