-71.2%
CBRS vs M
+24.8%
-95.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.6% | +14.3% | +8.4% |
| 7D | -17.9% | -4.3% | -13.6% | -18.3% |
| 30D | -48.8% | +1.3% | -50.0% | -47.9% |
| 3M | -57.6% | -7.4% | -50.2% | -59.6% |
| All | -71.2% | +24.8% | -95.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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 · Available span rolling