-69.9%
CBRS vs CI
+1.9%
-71.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.7% | -2.1% |
| 7D | -4.3% | +2.6% | -6.9% | -3.1% |
| 30D | -42.9% | +7.3% | -50.3% | -41.8% |
| 3M | -59.3% | +9.5% | -68.8% | -58.5% |
| All | -69.9% | +1.9% | -71.8% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 6mo: compounded portfolio wealth divided by compounded CI 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…
6mo analysis · Full analysis span regression · Available span rolling