-57.6%
CBRS vs P
+15.4%
-73.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.2% | +8.2% |
| 7D | -17.9% | -23.8% | +5.9% | -7.8% |
| 30D | -48.8% | -36.6% | -12.1% | -39.6% |
| 3M | -57.6% | +10.9% | -68.4% | -55.3% |
| All | -57.6% | +15.4% | -73.0% | -55.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling