-65.0%
CBRS vs MSCI
+16.5%
-81.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +12.2% |
| 7D | +21.2% | +3.0% | +18.2% | +23.9% |
| 30D | -23.2% | +17.8% | -40.9% | -11.9% |
| 3M | -52.9% | +15.2% | -68.1% | -47.2% |
| All | -65.0% | +16.5% | -81.5% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling