+69.3%
CME vs TEM
+90.1%
-20.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.3% |
| 7D | +0.9% | +5.3% | -4.4% | +1.0% |
| 30D | +13.2% | +8.1% | +5.1% | +13.4% |
| 3M | +16.3% | +64.9% | -48.6% | +17.4% |
| 6M | +7.1% | +42.1% | -35.0% | +8.1% |
| YTD | +15.8% | +28.8% | -13.0% | +16.8% |
| 1Y | +17.1% | +5.5% | +11.6% | +17.9% |
| All | +69.3% | +90.1% | -20.9% | +71.6% |
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