-65.0%
CBRS vs TAP
0.0%
-65.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +8.0% | +14.4% |
| 7D | +21.2% | +1.3% | +20.0% | +22.3% |
| 30D | -23.2% | +5.7% | -28.9% | -17.1% |
| 3M | -52.9% | -1.9% | -51.0% | -51.7% |
| All | -65.0% | 0.0% | -65.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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