-68.9%
CBRS vs P
+23.9%
-92.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.3% | +1.5% | +4.9% |
| 7D | +0.4% | -9.6% | +10.0% | +4.9% |
| 30D | -41.1% | -33.4% | -7.7% | -30.7% |
| 3M | -57.4% | +14.2% | -71.6% | -60.1% |
| All | -68.9% | +23.9% | -92.8% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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