-32.5%
CBRS vs BA
-12.8%
-19.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +10.0% |
| 7D | +17.3% | +1.2% | +16.1% | +16.9% |
| 30D | -2.0% | -11.6% | +9.6% | +0.9% |
| 3M | -2.5% | -2.4% | -0.1% | -2.8% |
| All | -32.5% | -12.8% | -19.6% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling