-61.9%
CBRS vs GD
-7.8%
-54.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.3% | -8.7% | -12.3% |
| 7D | -29.0% | -3.9% | -25.1% | -30.8% |
| 30D | -53.9% | +8.1% | -61.9% | -48.0% |
| 3M | -61.9% | -6.8% | -55.1% | -62.5% |
| All | -61.9% | -7.8% | -54.0% | -62.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling