+75.6%
CTVA vs TEM
+61.6%
+14.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | +11.9% | +38.4% | -26.5% | +10.0% |
| 3M | +13.7% | +23.7% | -10.0% | +12.0% |
| 6M | +13.1% | +26.0% | -12.8% | +11.1% |
| YTD | +32.0% | +9.4% | +22.5% | +30.3% |
| 1Y | +22.1% | -17.3% | +39.4% | +21.8% |
| All | +75.6% | +61.6% | +14.0% | +62.4% |
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