-11.7%
CBRS vs PH
+8.7%
-20.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | +17.3% | -3.1% | +20.4% | +18.6% |
| 30D | -2.0% | -3.2% | +1.3% | +0.3% |
| All | -11.7% | +8.7% | -20.4% | +5.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling