-11.8%
CI vs TEM
+61.6%
-73.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +4.4% | +38.4% | -33.9% | +3.7% |
| 3M | +0.7% | +23.7% | -23.0% | +0.1% |
| 6M | +0.3% | +26.0% | -25.6% | -0.5% |
| YTD | +3.8% | +9.4% | -5.6% | +3.2% |
| 1Y | -5.5% | -17.3% | +11.8% | -5.5% |
| All | -11.8% | +61.6% | -73.4% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling