-35.8%
CBRS vs EW
+6.5%
-42.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -5.7% |
| 7D | +15.7% | -4.4% | +20.2% | +14.4% |
| 30D | -11.9% | -3.3% | -8.5% | -12.5% |
| 3M | -16.0% | +1.0% | -17.0% | -12.3% |
| All | -35.8% | +6.5% | -42.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · Available span rolling