-6.3%
CNC vs TEM
+60.7%
-67.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -1.0% | +3.2% | -4.2% | -1.2% |
| 30D | -1.8% | +23.5% | -25.3% | -3.1% |
| 3M | -0.7% | +32.3% | -33.0% | -2.4% |
| 6M | +47.9% | +23.0% | +24.9% | +45.3% |
| YTD | +56.9% | +8.9% | +48.1% | +54.9% |
| 1Y | +123.9% | -19.9% | +143.8% | +123.5% |
| All | -6.3% | +60.7% | -67.0% | -12.4% |
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