-65.0%
CBRS vs EW
+31.5%
-96.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +11.1% |
| 7D | +21.2% | +4.9% | +16.3% | +21.0% |
| 30D | -23.2% | +23.9% | -47.1% | -22.9% |
| 3M | -52.9% | +15.8% | -68.7% | -53.4% |
| All | -65.0% | +31.5% | -96.6% | -60.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling