-32.5%
CBRS vs CRS
+8.9%
-41.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +9.6% |
| 7D | +17.3% | -0.2% | +17.5% | +17.4% |
| 30D | -2.0% | -16.6% | +14.6% | +5.2% |
| 3M | -2.5% | -3.5% | +1.0% | +3.6% |
| All | -32.5% | +8.9% | -41.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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