-70.5%
CBRS vs ED
+13.9%
-84.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -1.9% |
| 7D | -18.4% | +5.4% | -23.8% | -11.9% |
| 30D | -49.4% | +16.4% | -65.8% | -37.4% |
| 3M | -59.6% | +11.9% | -71.4% | -52.3% |
| All | -70.5% | +13.9% | -84.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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