-32.5%
CBRS vs FIVE
+19.0%
-51.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.1% | +5.2% | +11.4% |
| 7D | +17.3% | +4.3% | +13.0% | +18.2% |
| 30D | -2.0% | +12.5% | -14.5% | +0.7% |
| 3M | -2.5% | +31.2% | -33.7% | +6.2% |
| All | -32.5% | +19.0% | -51.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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