-70.5%
CBRS vs CAG
+8.8%
-79.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.0% | -12.1% | -4.2% |
| 7D | -18.4% | +9.7% | -28.1% | -15.9% |
| 30D | -49.4% | +15.8% | -65.2% | -47.6% |
| 3M | -59.6% | +1.8% | -61.4% | -58.9% |
| All | -70.5% | +8.8% | -79.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · Available span rolling