-57.6%
CBRS vs MP
-25.1%
-32.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.8% | +6.9% |
| 7D | -17.9% | -10.5% | -7.3% | -13.1% |
| 30D | -48.8% | -23.5% | -25.2% | -43.8% |
| 3M | -57.6% | -25.4% | -32.1% | -52.9% |
| All | -57.6% | -25.1% | -32.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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