-70.5%
CBRS vs MULL
-36.5%
-34.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.8% | +7.7% | -2.9% |
| 7D | -18.4% | -35.9% | +17.5% | -10.0% |
| 30D | -49.4% | -47.3% | -2.1% | -42.1% |
| 3M | -59.6% | -30.6% | -29.0% | -56.4% |
| All | -70.5% | -36.5% | -34.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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