-32.5%
CBRS vs DIA
+7.0%
-39.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +11.1% |
| 7D | +17.3% | -0.2% | +17.5% | +17.4% |
| 30D | -2.0% | -1.5% | -0.5% | +0.5% |
| 3M | -2.5% | +3.8% | -6.2% | -7.2% |
| All | -32.5% | +7.0% | -39.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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