-67.5%
CBRS vs MA
+34.9%
-102.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.6% | +8.1% |
| 7D | +10.0% | -1.8% | +11.8% | +8.5% |
| 30D | -31.1% | +11.0% | -42.1% | -25.3% |
| 3M | -56.9% | +17.9% | -74.8% | -51.2% |
| All | -67.5% | +34.9% | -102.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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 · 6 months rolling