-70.5%
CBRS vs KMX
+46.4%
-116.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.4% | -6.7% |
| 7D | -18.4% | +2.1% | -20.5% | -18.9% |
| 30D | -49.4% | +0.5% | -49.9% | -49.6% |
| 3M | -59.6% | -4.1% | -55.4% | -59.4% |
| All | -70.5% | +46.4% | -116.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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