-70.5%
CBRS vs FND
+15.1%
-85.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.9% | -17.0% | -5.3% |
| 7D | -18.4% | +12.3% | -30.7% | -17.6% |
| 30D | -49.4% | +14.7% | -64.1% | -48.8% |
| 3M | -59.6% | -12.0% | -47.6% | -61.4% |
| All | -70.5% | +15.1% | -85.6% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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