+52.2%
TEM vs CCI
-14.6%
+66.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +11.3% | +2.1% | +9.2% | +11.1% |
| 3M | +25.5% | -17.8% | +43.4% | +28.3% |
| 6M | +17.1% | -14.2% | +31.3% | +18.7% |
| YTD | +3.8% | -13.3% | +17.1% | +4.7% |
| 1Y | -24.4% | -16.6% | -7.7% | -23.2% |
| All | +52.2% | -14.6% | +66.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling