-32.5%
CBRS vs MULL
+13.5%
-46.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +11.8% | -1.5% | +7.8% |
| 7D | +17.3% | +17.3% | 0.0% | +13.7% |
| 30D | -2.0% | +23.5% | -25.5% | -5.8% |
| 3M | -2.5% | -24.0% | +21.5% | -8.9% |
| All | -32.5% | +13.5% | -46.0% | -39.2% |
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