-38.5%
CBRS vs ON
-39.0%
+0.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.2% |
| 7D | +0.5% | -4.7% | +5.2% | +1.9% |
| 30D | -18.5% | -13.5% | -5.0% | -15.0% |
| 3M | -19.4% | -36.3% | +16.9% | -18.9% |
| All | -38.5% | -39.0% | +0.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · Available span rolling