-65.0%
CBRS vs PEG
+0.6%
-65.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +11.2% |
| 7D | +21.2% | +4.5% | +16.7% | +21.5% |
| 30D | -23.2% | +7.5% | -30.7% | -22.4% |
| 3M | -52.9% | +0.8% | -53.8% | -53.5% |
| All | -65.0% | +0.6% | -65.7% | -68.1% |
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 · 6 months rolling