-65.0%
CBRS vs ALB
-52.5%
-12.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.4% | +12.6% | +11.3% |
| 7D | +21.2% | -5.8% | +27.0% | +21.4% |
| 30D | -23.2% | -4.5% | -18.6% | -23.1% |
| 3M | -52.9% | -28.1% | -24.9% | -54.5% |
| All | -65.0% | -52.5% | -12.6% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling