-7.1%
CNC vs TEM
+53.2%
-60.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.6% |
| 7D | -4.9% | -1.1% | -3.8% | -4.8% |
| 30D | -3.8% | +11.3% | -15.1% | -4.5% |
| 3M | -3.2% | +25.5% | -28.8% | -4.7% |
| 6M | +47.9% | +17.1% | +30.8% | +45.6% |
| YTD | +55.7% | +3.8% | +51.9% | +54.0% |
| 1Y | +106.2% | -24.4% | +130.6% | +106.4% |
| All | -7.1% | +53.2% | -60.3% | -12.9% |
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