-70.5%
CBRS vs PBR
+3.8%
-74.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.0% | +0.9% | -4.5% |
| 7D | -18.4% | -11.0% | -7.4% | -16.2% |
| 30D | -49.4% | -18.8% | -30.6% | -47.6% |
| 3M | -59.6% | +7.8% | -67.4% | -61.4% |
| All | -70.5% | +3.8% | -74.3% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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