+8.1%
CL vs TEM
-20.1%
+28.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.1% |
| 30D | -4.8% | +38.4% | -43.2% | -2.8% |
| 3M | +4.9% | +23.7% | -18.7% | +6.7% |
| 6M | -5.7% | +26.0% | -31.7% | -3.9% |
| YTD | +14.4% | +9.4% | +4.9% | +15.2% |
| All | +8.1% | -20.1% | +28.2% | +5.4% |
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