-73.7%
CBRS vs IP
+8.6%
-82.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.0% | -7.1% | -11.7% |
| 7D | -29.0% | -5.0% | -24.1% | -29.6% |
| 30D | -53.9% | +6.5% | -60.4% | -53.2% |
| 3M | -61.9% | -18.0% | -43.8% | -64.8% |
| All | -73.7% | +8.6% | -82.4% | -69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling