+25.3%
CRM vs TEM
+12.1%
+13.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | 0.0% |
| 7D | -8.1% | -9.2% | +1.1% | -7.1% |
| 30D | +23.1% | +5.5% | +17.6% | +21.8% |
| 3M | +42.5% | +18.7% | +23.8% | +38.6% |
| 6M | +25.3% | +15.4% | +9.9% | +19.9% |
| All | +25.3% | +12.1% | +13.2% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling