-70.5%
CBRS vs MMM
+32.3%
-102.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.5% | -15.6% | -7.0% |
| 7D | -18.4% | +12.2% | -30.6% | -19.8% |
| 30D | -49.4% | +18.8% | -68.3% | -51.5% |
| 3M | -59.6% | +7.4% | -66.9% | -59.8% |
| All | -70.5% | +32.3% | -102.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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