-70.5%
CBRS vs EXPE
+46.2%
-116.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.5% | -16.6% | -1.1% |
| 7D | -18.4% | +14.6% | -33.0% | -12.4% |
| 30D | -49.4% | +21.4% | -70.8% | -44.0% |
| 3M | -59.6% | +1.4% | -60.9% | -59.2% |
| All | -70.5% | +46.2% | -116.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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