-69.9%
CBRS vs CB
+16.8%
-86.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -1.2% |
| 7D | -4.3% | +0.7% | -5.0% | -3.1% |
| 30D | -42.9% | +8.2% | -51.1% | -36.9% |
| 3M | -59.3% | +6.3% | -65.6% | -55.5% |
| All | -69.9% | +16.8% | -86.7% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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