-65.0%
CBRS vs DG
+32.6%
-97.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.3% | +11.6% | +11.0% |
| 7D | +21.2% | +0.3% | +20.9% | +21.3% |
| 30D | -23.2% | +3.2% | -26.4% | -21.0% |
| 3M | -52.9% | +10.4% | -63.4% | -49.2% |
| All | -65.0% | +32.6% | -97.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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 · 6 months rolling