-32.5%
CBRS vs IP
+18.2%
-50.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +11.1% |
| 7D | +17.3% | -5.3% | +22.6% | +14.5% |
| 30D | -2.0% | -10.9% | +8.9% | -6.8% |
| 3M | -2.5% | +11.2% | -13.7% | +10.0% |
| All | -32.5% | +18.2% | -50.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · Available span rolling