-70.5%
CBRS vs ETR
+0.1%
-70.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -7.9% |
| 7D | -18.4% | +3.7% | -22.1% | -20.6% |
| 30D | -49.4% | +11.0% | -60.4% | -53.7% |
| 3M | -59.6% | +3.4% | -63.0% | -59.8% |
| All | -70.5% | +0.1% | -70.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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