-14.3%
TEAM vs CPB
-35.1%
+20.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -26.7% | +19.2% | -45.9% | -28.0% |
| 3M | -9.6% | -0.9% | -8.7% | -9.4% |
| 6M | +86.0% | +15.2% | +70.8% | +85.9% |
| YTD | -7.5% | -13.1% | +5.6% | -9.7% |
| 1Y | -1.4% | -22.4% | +21.1% | -5.5% |
| 3Y | -14.3% | -35.3% | +21.0% | -22.6% |
| All | -14.3% | -35.1% | +20.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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