-70.5%
CBRS vs CG
-12.8%
-57.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.5% | -10.6% | -6.2% |
| 7D | -18.4% | +9.4% | -27.8% | -18.8% |
| 30D | -49.4% | +8.7% | -58.1% | -49.5% |
| 3M | -59.6% | -15.0% | -44.6% | -57.0% |
| All | -70.5% | -12.8% | -57.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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