-38.3%
CBRS vs FPS
-36.4%
-1.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.0% | -8.7% | -2.9% |
| 7D | -8.6% | +1.5% | -10.1% | -9.3% |
| 30D | -26.8% | -16.9% | -9.9% | -22.0% |
| 3M | -15.3% | -45.3% | +30.1% | -17.4% |
| All | -38.3% | -36.4% | -1.9% | -38.1% |
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