-35.8%
CBRS vs GEN
+28.9%
-64.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -5.8% |
| 7D | +15.7% | -0.7% | +16.4% | +15.3% |
| 30D | -11.9% | +2.6% | -14.5% | -9.6% |
| 3M | -16.0% | +15.8% | -31.8% | -15.1% |
| All | -35.8% | +28.9% | -64.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · Available span rolling