-35.8%
CBRS vs PEP
-5.4%
-30.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.1% |
| 7D | +15.7% | +0.1% | +15.6% | +16.0% |
| 30D | -11.9% | +0.7% | -12.5% | -10.4% |
| 3M | -16.0% | -0.5% | -15.5% | -17.0% |
| All | -35.8% | -5.4% | -30.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling