-67.5%
CBRS vs PL
-64.7%
-2.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +7.6% |
| 7D | +10.0% | +13.4% | -3.3% | +1.5% |
| 30D | -31.1% | -10.2% | -20.9% | -26.7% |
| 3M | -56.9% | -39.5% | -17.4% | -42.0% |
| All | -67.5% | -64.7% | -2.8% | -47.2% |
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