+8.5%
CRM vs TEM
+47.5%
-39.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | -4.4% | -8.7% | +4.2% | -3.6% |
| 30D | +28.1% | +8.1% | +20.1% | +26.7% |
| 3M | +48.8% | +19.0% | +29.8% | +45.1% |
| 6M | +28.3% | +12.0% | +16.2% | +25.1% |
| YTD | -6.0% | -0.1% | -5.9% | -7.4% |
| 1Y | +1.4% | -33.5% | +35.0% | +3.3% |
| All | +8.5% | +47.5% | -39.0% | -0.6% |
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