-70.5%
CBRS vs TRI
+45.7%
-116.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.4% | -12.5% | -1.7% |
| 7D | -18.4% | +1.0% | -19.4% | -16.9% |
| 30D | -49.4% | +20.8% | -70.2% | -41.5% |
| 3M | -59.6% | +8.1% | -67.7% | -55.8% |
| All | -70.5% | +45.7% | -116.2% | -57.0% |
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