-71.2%
CBRS vs CAPR
-70.5%
-0.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.1% | +10.0% |
| 7D | -17.9% | +41.1% | -58.9% | -16.3% |
| 30D | -48.8% | +11.1% | -59.9% | -48.4% |
| 3M | -57.6% | +115.3% | -172.9% | -54.5% |
| All | -71.2% | -70.5% | -0.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling