-70.5%
CBRS vs CRS
-33.0%
-37.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.4% |
| 7D | -18.4% | +4.3% | -22.7% | -19.9% |
| 30D | -49.4% | -25.5% | -23.9% | -42.5% |
| 3M | -59.6% | -48.7% | -10.8% | -46.4% |
| All | -70.5% | -33.0% | -37.4% | -62.2% |
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