-11.4%
TEAM vs CPB
-36.0%
+24.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.3% | -14.9% | -16.0% |
| 7D | -19.8% | +8.0% | -27.8% | -20.3% |
| 30D | -21.5% | +22.4% | -43.9% | -23.0% |
| 3M | +39.5% | +2.5% | +37.0% | +39.4% |
| 6M | +73.1% | +12.2% | +60.8% | +72.8% |
| YTD | -5.2% | -12.8% | +7.6% | -7.5% |
| 1Y | -1.6% | -19.2% | +17.6% | -5.1% |
| 3Y | -11.4% | -35.6% | +24.1% | -19.9% |
| All | -11.4% | -36.0% | +24.5% | -19.9% |
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