+8.1%
CL vs TEM
+90.1%
-82.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.1% | -2.0% |
| 7D | +1.3% | +5.3% | -4.0% | +1.5% |
| 30D | +11.4% | +8.1% | +3.3% | +11.6% |
| 3M | +4.4% | +64.9% | -60.5% | +5.6% |
| 6M | +10.8% | +42.1% | -31.4% | +11.9% |
| YTD | +25.1% | +28.8% | -3.7% | +26.2% |
| 1Y | +28.0% | +5.5% | +22.5% | +28.9% |
| All | +8.1% | +90.1% | -82.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling