-35.8%
CBRS vs PEG
-2.4%
-33.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.6% |
| 7D | +15.7% | +1.0% | +14.7% | +16.2% |
| 30D | -11.9% | -1.9% | -10.0% | -12.7% |
| 3M | -16.0% | -3.7% | -12.3% | -23.0% |
| All | -35.8% | -2.4% | -33.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling