+631.8%
TEAM vs CPB
-37.5%
+669.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 3M | +39.5% | +2.5% | +37.0% | +39.5% |
| 6M | +73.1% | +12.2% | +60.8% | +73.1% |
| YTD | -5.2% | -12.8% | +7.6% | -5.8% |
| 1Y | -1.6% | -19.2% | +17.6% | -2.5% |
| 3Y | -11.4% | -35.6% | +24.1% | -13.5% |
| 5Y | -65.1% | -31.4% | -33.7% | -65.8% |
| 10Y | +471.3% | -37.9% | +509.2% | +467.8% |
| All | +631.8% | -37.5% | +669.3% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling