-68.9%
CBRS vs TER
-32.0%
-36.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +12.7% | -4.9% | +0.7% |
| 7D | +0.4% | -5.8% | +6.1% | +3.3% |
| 30D | -41.1% | -38.9% | -2.2% | -24.0% |
| 3M | -57.4% | -35.1% | -22.2% | -46.7% |
| All | -68.9% | -32.0% | -36.9% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling