-70.5%
CBRS vs MDY
+2.0%
-72.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -7.3% |
| 7D | -18.4% | +1.7% | -20.1% | -21.3% |
| 30D | -49.4% | +1.2% | -50.6% | -50.6% |
| 3M | -59.6% | -3.5% | -56.1% | -56.1% |
| All | -70.5% | +2.0% | -72.4% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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