-36.9%
CBRS vs DIA
+5.0%
-41.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -0.6% |
| 7D | +6.3% | -1.2% | +7.6% | +8.3% |
| 30D | -14.7% | -2.7% | -12.0% | -11.0% |
| 3M | -13.5% | +3.3% | -16.8% | -15.6% |
| All | -36.9% | +5.0% | -41.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling