-70.5%
CBRS vs FLEX
-46.3%
-24.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.3% | +6.2% | +1.5% |
| 7D | -18.4% | -17.0% | -1.4% | -8.7% |
| 30D | -49.4% | -33.8% | -15.6% | -34.9% |
| 3M | -59.6% | -39.0% | -20.5% | -44.6% |
| All | -70.5% | -46.3% | -24.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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