-68.9%
CBRS vs HWM
-21.1%
-47.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.1% | +2.8% | +7.1% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | -41.1% | -3.9% | -37.2% | -40.8% |
| 3M | -57.4% | -23.2% | -34.1% | -58.2% |
| All | -68.9% | -21.1% | -47.8% | -68.7% |
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