-71.2%
CBRS vs PAAS
-34.3%
-36.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.1% |
| 7D | -17.9% | +8.4% | -26.3% | -20.9% |
| 30D | -48.8% | -7.2% | -41.6% | -46.9% |
| 3M | -57.6% | -14.0% | -43.5% | -54.0% |
| All | -71.2% | -34.3% | -36.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 6mo: compounded portfolio wealth divided by compounded PAAS 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…
6mo analysis · Full analysis span regression · Available span rolling