-56.9%
CBRS vs CPB
+1.5%
-58.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.2% | +6.7% |
| 7D | +10.0% | -4.1% | +14.1% | +5.9% |
| 30D | -31.1% | +16.9% | -48.0% | -19.6% |
| 3M | -56.9% | -0.6% | -56.4% | -58.3% |
| All | -56.9% | +1.5% | -58.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3mo: compounded portfolio wealth divided by compounded CPB 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…
3mo analysis · Full analysis span regression · Available span rolling