-68.9%
CBRS vs GD
+7.2%
-76.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.3% | +5.6% | +8.3% |
| 7D | +0.4% | -3.0% | +3.4% | -1.0% |
| 30D | -41.1% | +9.3% | -50.4% | -38.5% |
| 3M | -57.4% | -7.2% | -50.2% | -57.2% |
| All | -68.9% | +7.2% | -76.1% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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