-32.5%
CBRS vs IT
+29.0%
-61.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.6% | +14.9% | +8.0% |
| 7D | +17.3% | -6.0% | +23.3% | +13.9% |
| 30D | -2.0% | 0.0% | -2.0% | -0.9% |
| 3M | -2.5% | +13.1% | -15.6% | +4.1% |
| All | -32.5% | +29.0% | -61.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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