-68.9%
CBRS vs PL
-64.6%
-4.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +14.5% | -6.7% | -1.4% |
| 7D | +0.4% | +10.9% | -10.5% | -6.2% |
| 30D | -41.1% | -16.4% | -24.7% | -34.6% |
| 3M | -57.4% | -39.9% | -17.4% | -42.4% |
| All | -68.9% | -64.6% | -4.3% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling