-13.4%
CI vs TEM
+60.7%
-74.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.0% | +3.2% | -5.3% | -2.1% |
| 30D | -1.8% | +23.5% | -25.3% | -2.3% |
| 3M | -4.2% | +32.3% | -36.5% | -4.9% |
| 6M | +2.7% | +23.0% | -20.3% | +1.9% |
| YTD | +1.9% | +8.9% | -7.0% | +1.4% |
| 1Y | -6.3% | -19.9% | +13.6% | -6.2% |
| All | -13.4% | +60.7% | -74.1% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling