-65.0%
CBRS vs COP
+22.3%
-87.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.6% | +9.6% | +11.3% |
| 7D | +21.2% | +4.4% | +16.8% | +21.5% |
| 30D | -23.2% | 0.0% | -23.1% | -22.6% |
| 3M | -52.9% | +15.0% | -68.0% | -52.6% |
| All | -65.0% | +22.3% | -87.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 3y: compounded portfolio wealth divided by compounded COP 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…
3y analysis · Full analysis span regression · 6 months rolling