+117.7%
CMI vs TEM
+47.5%
+70.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.7% | -8.7% | +8.0% | -0.1% |
| 30D | -12.4% | +8.1% | -20.4% | -13.2% |
| 3M | -14.8% | +19.0% | -33.8% | -16.5% |
| 6M | +0.8% | +12.0% | -11.2% | -1.3% |
| YTD | +10.2% | -0.1% | +10.3% | +8.7% |
| 1Y | +37.4% | -33.5% | +71.0% | +39.1% |
| All | +117.7% | +47.5% | +70.1% | +110.2% |
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