-68.9%
CBRS vs CP
+9.9%
-78.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.8% | +8.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.6% |
| 30D | -41.1% | +11.3% | -52.4% | -41.3% |
| 3M | -57.4% | +2.9% | -60.2% | -56.6% |
| All | -68.9% | +9.9% | -78.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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