-65.3%
TEAM vs CPB
-31.3%
-33.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.3% | -14.9% | -16.1% |
| 7D | -19.8% | +8.0% | -27.8% | -20.0% |
| 30D | -21.5% | +22.4% | -43.9% | -22.2% |
| 3M | +39.5% | +2.5% | +37.0% | +39.5% |
| 6M | +73.1% | +12.2% | +60.8% | +73.4% |
| YTD | -5.2% | -12.8% | +7.6% | -7.0% |
| 1Y | -1.6% | -19.2% | +17.6% | -4.3% |
| 3Y | -11.4% | -35.6% | +24.1% | -17.7% |
| All | -65.3% | -31.3% | -33.9% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling