-70.5%
CBRS vs O
-1.4%
-69.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -2.7% |
| 7D | -18.4% | +5.8% | -24.2% | -12.9% |
| 30D | -49.4% | +10.7% | -60.1% | -43.2% |
| 3M | -59.6% | -4.5% | -55.0% | -61.0% |
| All | -70.5% | -1.4% | -69.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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