-70.5%
CBRS vs TEM
+64.7%
-135.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.3% |
| 7D | -18.4% | -1.3% | -17.1% | -18.3% |
| 30D | -49.4% | -9.5% | -39.9% | -48.5% |
| 3M | -59.6% | +60.7% | -120.3% | -65.8% |
| All | -70.5% | +64.7% | -135.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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