-70.5%
CBRS vs IR
+16.7%
-87.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.0% |
| 7D | -18.4% | +11.6% | -30.0% | -21.4% |
| 30D | -49.4% | +7.2% | -56.6% | -50.5% |
| 3M | -59.6% | -5.9% | -53.7% | -60.6% |
| All | -70.5% | +16.7% | -87.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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