-70.5%
CBRS vs CAPR
-70.8%
+0.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.3% | -14.4% | -5.7% |
| 7D | -18.4% | +43.2% | -61.6% | -16.7% |
| 30D | -49.4% | +14.7% | -64.1% | -48.9% |
| 3M | -59.6% | +113.9% | -173.5% | -56.6% |
| All | -70.5% | -70.8% | +0.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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