-27.1%
CBRS vs TER
-32.8%
+5.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.4% | +16.6% | +15.0% |
| 7D | +21.2% | +14.4% | +6.9% | +8.2% |
| 30D | -23.2% | -30.6% | +7.4% | -0.3% |
| All | -27.1% | -32.8% | +5.7% | -1.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling