-35.8%
CBRS vs ED
+2.5%
-38.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -3.6% |
| 7D | +15.7% | +0.5% | +15.2% | +16.7% |
| 30D | -11.9% | +1.1% | -13.0% | -10.3% |
| 3M | -16.0% | +4.6% | -20.7% | -17.3% |
| All | -35.8% | +2.5% | -38.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling