-35.8%
CBRS vs TPR
-11.1%
-24.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.8% |
| 7D | +15.7% | -3.4% | +19.1% | +15.9% |
| 30D | -11.9% | -27.3% | +15.4% | -12.2% |
| 3M | -16.0% | -16.2% | +0.2% | -8.3% |
| All | -35.8% | -11.1% | -24.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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