-69.9%
CBRS vs FPS
-57.0%
-12.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.8% | -1.3% |
| 7D | -4.3% | -20.9% | +16.6% | +2.7% |
| 30D | -42.9% | -46.3% | +3.4% | -31.0% |
| 3M | -59.3% | -42.9% | -16.4% | -52.4% |
| All | -69.9% | -57.0% | -12.8% | -66.7% |
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