-65.0%
CBRS vs BB
+45.9%
-111.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.4% | +13.6% | +11.9% |
| 7D | +21.2% | +1.8% | +19.4% | +20.7% |
| 30D | -23.2% | +8.1% | -31.3% | -24.0% |
| 3M | -52.9% | -1.0% | -51.9% | -53.0% |
| All | -65.0% | +45.9% | -111.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling