-65.0%
CBRS vs TER
-31.0%
-34.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.4% | +16.6% | +14.2% |
| 7D | +21.2% | +14.4% | +6.9% | +11.9% |
| 30D | -23.2% | -30.6% | +7.4% | -7.7% |
| 3M | -52.9% | -39.2% | -13.7% | -39.8% |
| All | -65.0% | -31.0% | -34.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling