-32.5%
CBRS vs FPS
-37.3%
+4.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.5% | +7.8% | +9.4% |
| 7D | +17.3% | +3.1% | +14.2% | +16.1% |
| 30D | -2.0% | -18.6% | +16.6% | +5.4% |
| 3M | -2.5% | -51.5% | +49.0% | -5.5% |
| All | -32.5% | -37.3% | +4.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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