-35.8%
CBRS vs DOW
-22.0%
-13.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.7% |
| 7D | +15.7% | -2.9% | +18.7% | +14.6% |
| 30D | -11.9% | +2.0% | -13.8% | -10.5% |
| 3M | -16.0% | -12.5% | -3.5% | -12.4% |
| All | -35.8% | -22.0% | -13.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 all: compounded portfolio wealth divided by compounded DOW 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…
all analysis · Full analysis span regression · Available span rolling