+56.0%
TEM vs CAH
+55.6%
+0.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.7% | -5.3% |
| 7D | -5.9% | +3.5% | -9.3% | -4.8% |
| 30D | +4.8% | +13.5% | -8.7% | +9.2% |
| 3M | +31.9% | +21.8% | +10.0% | +41.6% |
| 6M | +56.0% | +51.5% | +4.5% | +72.2% |
| All | +56.0% | +55.6% | +0.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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