+115.0%
CMI vs TEM
+46.9%
+68.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.5% |
| 7D | +0.8% | -9.2% | +10.0% | +1.5% |
| 30D | -12.8% | +5.5% | -18.3% | -13.4% |
| 3M | -12.4% | +18.7% | -31.2% | -14.2% |
| 6M | -0.9% | +15.4% | -16.3% | -3.1% |
| YTD | +8.9% | -0.5% | +9.4% | +7.4% |
| 1Y | +37.7% | -24.8% | +62.6% | +38.2% |
| All | +115.0% | +46.9% | +68.2% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling