-68.9%
CBRS vs PFE
+14.1%
-83.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +7.7% |
| 7D | +0.4% | -4.7% | +5.0% | -0.1% |
| 30D | -41.1% | +3.4% | -44.5% | -40.8% |
| 3M | -57.4% | +9.2% | -66.6% | -56.8% |
| All | -68.9% | +14.1% | -83.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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 · Available span rolling