-71.2%
CBRS vs BA
-28.8%
-42.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.2% | +9.7% |
| 7D | -17.9% | +1.1% | -18.9% | -17.8% |
| 30D | -48.8% | -7.9% | -40.8% | -48.5% |
| 3M | -57.6% | -25.3% | -32.2% | -55.0% |
| All | -71.2% | -28.8% | -42.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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