-70.5%
CBRS vs PEG
-2.9%
-67.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.0% |
| 7D | -18.4% | +1.0% | -19.4% | -18.3% |
| 30D | -49.4% | +6.6% | -56.0% | -48.5% |
| 3M | -59.6% | -3.1% | -56.4% | -60.3% |
| All | -70.5% | -2.9% | -67.6% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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