-71.2%
CBRS vs D
+11.9%
-83.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.2% | +9.4% |
| 7D | -17.9% | +3.0% | -20.8% | -17.5% |
| 30D | -48.8% | +11.5% | -60.3% | -48.6% |
| 3M | -57.6% | +3.7% | -61.3% | -56.5% |
| All | -71.2% | +11.9% | -83.1% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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