+53.2%
CME vs TEM
+60.7%
-7.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.9% | +3.2% | -6.1% | -2.8% |
| 30D | +5.5% | +23.5% | -18.0% | +5.9% |
| 3M | +11.0% | +32.3% | -21.3% | +11.6% |
| 6M | -9.7% | +23.0% | -32.7% | -9.2% |
| YTD | +4.9% | +8.9% | -4.0% | +5.4% |
| 1Y | +10.1% | -19.9% | +29.9% | +10.3% |
| All | +53.2% | +60.7% | -7.5% | +54.7% |
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