-35.8%
CBRS vs HWM
-15.6%
-20.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.7% | +5.8% | -5.9% |
| 7D | +15.7% | -9.2% | +24.9% | +15.0% |
| 30D | -11.9% | -17.9% | +6.0% | -14.0% |
| 3M | -16.0% | -6.0% | -10.0% | -7.6% |
| All | -35.8% | -15.6% | -20.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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 · Available span rolling