-70.5%
CBRS vs DT
+34.4%
-104.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.2% |
| 7D | -18.4% | -25.5% | +7.1% | -23.9% |
| 30D | -49.4% | -22.3% | -27.1% | -51.8% |
| 3M | -59.6% | +2.3% | -61.9% | -55.8% |
| All | -70.5% | +34.4% | -104.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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