-59.3%
CBRS vs PEP
+4.8%
-64.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -0.8% |
| 7D | -4.3% | +4.6% | -8.9% | +4.8% |
| 30D | -42.9% | +14.0% | -57.0% | -25.6% |
| 3M | -59.3% | +5.4% | -64.7% | -56.9% |
| All | -59.3% | +4.8% | -64.1% | -56.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling