-65.0%
CBRS vs TEM
+56.0%
-121.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.7% | +16.9% | +13.0% |
| 7D | +21.2% | -5.9% | +27.1% | +23.2% |
| 30D | -23.2% | +4.8% | -28.0% | -24.6% |
| 3M | -52.9% | +31.9% | -84.8% | -56.9% |
| All | -65.0% | +56.0% | -121.0% | -70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling