+22.1%
CB vs TEM
-20.5%
+42.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.5% |
| 7D | -0.6% | +3.2% | -3.9% | -0.5% |
| 30D | -3.9% | +23.5% | -27.4% | -2.7% |
| 3M | +4.9% | +32.3% | -27.4% | +6.9% |
| 6M | +3.3% | +23.0% | -19.8% | +4.9% |
| YTD | +8.5% | +8.9% | -0.4% | +10.1% |
| 1Y | +22.1% | -19.9% | +41.9% | +23.0% |
| All | +22.1% | -20.5% | +42.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling