-32.5%
CBRS vs EXE
+4.3%
-36.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.4% | +9.7% |
| 7D | +17.3% | -0.3% | +17.5% | +17.2% |
| 30D | -2.0% | +8.5% | -10.4% | +0.5% |
| 3M | -2.5% | +5.5% | -7.9% | +0.2% |
| All | -32.5% | +4.3% | -36.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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