-32.5%
CBRS vs EQT
-0.6%
-31.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.1% |
| 7D | +17.3% | +1.1% | +16.2% | +17.8% |
| 30D | -2.0% | +7.7% | -9.7% | -1.4% |
| 3M | -2.5% | +0.2% | -2.7% | -1.8% |
| All | -32.5% | -0.6% | -31.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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