-68.9%
CBRS vs HD
+17.6%
-86.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +4.9% | +8.7% |
| 7D | +0.4% | +3.6% | -3.2% | +1.9% |
| 30D | -41.1% | +21.6% | -62.7% | -38.1% |
| 3M | -57.4% | +0.1% | -57.5% | -57.3% |
| All | -68.9% | +17.6% | -86.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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