-65.0%
CBRS vs EXPE
+19.4%
-84.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.2% | +12.4% | +10.9% |
| 7D | +21.2% | -0.5% | +21.7% | +21.0% |
| 30D | -23.2% | -6.1% | -17.1% | -21.9% |
| 3M | -52.9% | -21.3% | -31.6% | -56.6% |
| All | -65.0% | +19.4% | -84.4% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling