-57.6%
CBRS vs MNST
-2.7%
-54.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.4% | +14.2% | +2.7% |
| 7D | -17.9% | -3.4% | -14.4% | -21.4% |
| 30D | -48.8% | +6.6% | -55.4% | -42.7% |
| 3M | -57.6% | -2.9% | -54.7% | -60.4% |
| All | -57.6% | -2.7% | -54.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 3mo: compounded portfolio wealth divided by compounded MNST 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…
3mo analysis · Full analysis span regression · Available span rolling