-70.5%
CBRS vs MAR
+21.1%
-91.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -4.3% |
| 7D | -18.4% | +7.7% | -26.1% | -12.7% |
| 30D | -49.4% | +19.4% | -68.8% | -41.2% |
| 3M | -59.6% | +23.3% | -82.9% | -51.9% |
| All | -70.5% | +21.1% | -91.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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