-69.9%
CBRS vs PEP
-1.9%
-68.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -1.4% |
| 7D | -4.3% | +4.6% | -8.9% | +2.4% |
| 30D | -42.9% | +14.0% | -57.0% | -31.1% |
| 3M | -59.3% | +5.4% | -64.7% | -55.3% |
| All | -69.9% | -1.9% | -68.0% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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