-70.5%
CBRS vs PH
+2.6%
-73.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -4.2% |
| 7D | -18.4% | -0.2% | -18.2% | -18.1% |
| 30D | -49.4% | -6.7% | -42.7% | -47.1% |
| 3M | -59.6% | -8.1% | -51.4% | -57.2% |
| All | -70.5% | +2.6% | -73.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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