-32.5%
CBRS vs PL
-55.4%
+22.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.6% | +11.1% |
| 7D | +17.3% | -9.3% | +26.6% | +24.1% |
| 30D | -2.0% | -18.9% | +16.9% | +11.7% |
| 3M | -2.5% | -58.4% | +55.9% | +39.8% |
| All | -32.5% | -55.4% | +22.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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