+12.5%
TEM vs CCI
+1.8%
+10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.7% |
| 7D | +3.5% | +3.2% | +0.3% | +3.3% |
| 30D | +13.5% | +12.2% | +1.4% | +12.4% |
| 3M | +46.3% | +23.1% | +23.1% | +43.7% |
| 6M | +61.5% | +1.3% | +60.3% | +61.9% |
| YTD | +36.4% | +4.5% | +31.9% | +35.3% |
| All | +12.5% | +1.8% | +10.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling