-70.5%
CBRS vs EXE
-7.0%
-63.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -6.9% |
| 7D | -18.4% | -4.7% | -13.7% | -19.7% |
| 30D | -49.4% | +1.0% | -50.4% | -48.8% |
| 3M | -59.6% | -5.6% | -53.9% | -60.7% |
| All | -70.5% | -7.0% | -63.4% | -71.1% |
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