-71.2%
CBRS vs IP
+9.6%
-80.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.9% |
| 7D | -17.9% | -5.1% | -12.8% | -18.6% |
| 30D | -48.8% | +8.5% | -57.3% | -47.9% |
| 3M | -57.6% | -13.8% | -43.7% | -60.0% |
| All | -71.2% | +9.6% | -80.7% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling