-68.9%
CBRS vs TT
-10.7%
-58.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.7% | +3.1% | +5.5% |
| 7D | +0.4% | +1.7% | -1.4% | -0.7% |
| 30D | -41.1% | -11.8% | -29.3% | -39.3% |
| 3M | -57.4% | -12.6% | -44.8% | -56.8% |
| All | -68.9% | -10.7% | -58.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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