-70.5%
CBRS vs TRU
+22.7%
-93.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -3.6% |
| 7D | -18.4% | +10.5% | -28.9% | -13.5% |
| 30D | -49.4% | +28.7% | -78.1% | -42.0% |
| 3M | -59.6% | +0.7% | -60.2% | -60.7% |
| All | -70.5% | +22.7% | -93.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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