-73.7%
CBRS vs FN
-58.6%
-15.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -14.2% | +3.2% | -2.9% |
| 7D | -29.0% | -16.0% | -13.1% | -21.8% |
| 30D | -53.9% | -40.1% | -13.8% | -38.1% |
| 3M | -61.9% | -43.9% | -18.0% | -47.0% |
| All | -73.7% | -58.6% | -15.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 6mo: compounded portfolio wealth divided by compounded FN 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…
6mo analysis · Full analysis span regression · Available span rolling