-71.2%
CBRS vs GS
-9.6%
-61.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +10.0% |
| 7D | -17.9% | -3.2% | -14.6% | -15.8% |
| 30D | -48.8% | -2.4% | -46.4% | -47.6% |
| 3M | -57.6% | -15.7% | -41.8% | -52.2% |
| All | -71.2% | -9.6% | -61.6% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling