+119.5%
CMI vs TEM
+60.7%
+58.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +1.9% | +3.2% | -1.4% | +1.6% |
| 30D | -12.5% | +23.5% | -36.0% | -14.2% |
| 3M | -16.2% | +32.3% | -48.5% | -18.6% |
| 6M | +4.9% | +23.0% | -18.2% | +2.0% |
| YTD | +11.1% | +8.9% | +2.3% | +8.9% |
| 1Y | +43.4% | -19.9% | +63.2% | +43.1% |
| All | +119.5% | +60.7% | +58.8% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling