-70.5%
CBRS vs CRL
+99.1%
-169.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -3.4% |
| 7D | -18.4% | -12.8% | -5.6% | -14.2% |
| 30D | -49.4% | +5.0% | -54.4% | -49.8% |
| 3M | -59.6% | +39.4% | -98.9% | -60.6% |
| All | -70.5% | +99.1% | -169.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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