-70.5%
CBRS vs ALB
-51.8%
-18.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.3% | -11.4% | -6.3% |
| 7D | -18.4% | -2.1% | -16.3% | -18.2% |
| 30D | -49.4% | -9.0% | -40.4% | -49.6% |
| 3M | -59.6% | -21.1% | -38.4% | -61.2% |
| All | -70.5% | -51.8% | -18.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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