-62.7%
CBRS vs BBWI
+13.3%
-76.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -3.2% |
| 7D | +19.6% | -4.5% | +24.2% | +19.7% |
| 30D | -34.4% | +17.1% | -51.5% | -33.8% |
| 3M | -62.7% | +17.5% | -80.2% | -62.9% |
| All | -62.7% | +13.3% | -76.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3mo: compounded portfolio wealth divided by compounded BBWI 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…
3mo analysis · Full analysis span regression · Available span rolling