-65.0%
CBRS vs BAX
+47.0%
-112.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +11.0% | +11.2% |
| 7D | +21.2% | +0.1% | +21.2% | +21.2% |
| 30D | -23.2% | +4.1% | -27.2% | -23.0% |
| 3M | -52.9% | -4.5% | -48.4% | -52.0% |
| All | -65.0% | +47.0% | -112.1% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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 · 6 months rolling