-65.0%
CBRS vs GS
-4.3%
-60.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.0% |
| 7D | +21.2% | +5.9% | +15.4% | +16.6% |
| 30D | -23.2% | +4.3% | -27.5% | -25.0% |
| 3M | -52.9% | -11.7% | -41.3% | -48.8% |
| All | -65.0% | -4.3% | -60.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling