-65.0%
CBRS vs IP
+9.2%
-74.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +11.4% |
| 7D | +21.2% | -0.3% | +21.5% | +21.1% |
| 30D | -23.2% | +7.9% | -31.1% | -22.0% |
| 3M | -52.9% | -15.3% | -37.6% | -56.0% |
| All | -65.0% | +9.2% | -74.3% | -59.8% |
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 · 6 months rolling