-65.0%
CBRS vs PL
-66.0%
+1.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.9% | +11.6% |
| 7D | +21.2% | +10.0% | +11.2% | +13.7% |
| 30D | -23.2% | -2.3% | -20.9% | -21.8% |
| 3M | -52.9% | -44.2% | -8.7% | -33.4% |
| All | -65.0% | -66.0% | +1.0% | -41.8% |
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 · 6 months rolling