-32.5%
CBRS vs TRI
+31.3%
-63.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.4% | +15.7% | +6.3% |
| 7D | +17.3% | -0.5% | +17.8% | +17.0% |
| 30D | -2.0% | +7.9% | -9.9% | +4.8% |
| 3M | -2.5% | +24.1% | -26.5% | +19.4% |
| All | -32.5% | +31.3% | -63.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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