-70.5%
CBRS vs CAI
+123.9%
-194.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.3% |
| 7D | -18.4% | -6.3% | -12.1% | -17.3% |
| 30D | -49.4% | +9.3% | -58.7% | -49.9% |
| 3M | -59.6% | +106.3% | -165.9% | -62.2% |
| All | -70.5% | +123.9% | -194.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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