-3.6%
CNC vs TEM
+47.5%
-51.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.9% | -8.7% | +7.8% | -0.5% |
| 30D | -1.0% | +8.1% | -9.0% | -1.6% |
| 3M | +4.5% | +19.0% | -14.5% | +3.2% |
| 6M | +85.2% | +12.0% | +73.2% | +82.7% |
| YTD | +61.4% | -0.1% | +61.5% | +59.9% |
| 1Y | +94.9% | -33.5% | +128.4% | +96.2% |
| All | -3.6% | +47.5% | -51.2% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling