-67.5%
CBRS vs PEP
-1.7%
-65.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +8.2% |
| 7D | +10.0% | +1.1% | +9.0% | +11.9% |
| 30D | -31.1% | +13.6% | -44.7% | -17.1% |
| 3M | -56.9% | +5.1% | -62.0% | -52.8% |
| All | -67.5% | -1.7% | -65.8% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling