-70.5%
CBRS vs TDY
-1.3%
-69.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.8% | -1.3% | -0.2% |
| 7D | -18.4% | -5.0% | -13.4% | -12.9% |
| 30D | -49.4% | +2.0% | -51.4% | -50.8% |
| 3M | -59.6% | -7.7% | -51.9% | -54.3% |
| All | -70.5% | -1.3% | -69.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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 · Available span rolling