-65.0%
CBRS vs A
+54.7%
-119.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.1% |
| 7D | +21.2% | -0.5% | +21.7% | +21.4% |
| 30D | -23.2% | 0.0% | -23.1% | -22.9% |
| 3M | -52.9% | +16.7% | -69.6% | -51.1% |
| All | -65.0% | +54.7% | -119.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling