-65.0%
CBRS vs GRMN
+22.3%
-87.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.1% | +12.3% | +11.2% |
| 7D | +21.2% | -0.9% | +22.1% | +21.3% |
| 30D | -23.2% | +1.2% | -24.3% | -22.8% |
| 3M | -52.9% | -8.9% | -44.0% | -54.6% |
| All | -65.0% | +22.3% | -87.3% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 5y: compounded portfolio wealth divided by compounded GRMN 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…
5y analysis · Full analysis span regression · 6 months rolling