-69.9%
CBRS vs EXC
+4.8%
-74.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.4% |
| 7D | -4.3% | +0.1% | -4.3% | -4.2% |
| 30D | -42.9% | +9.0% | -52.0% | -38.9% |
| 3M | -59.3% | +3.3% | -62.6% | -57.9% |
| All | -69.9% | +4.8% | -74.6% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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