-71.2%
CBRS vs PPL
+1.8%
-73.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.3% | +9.5% |
| 7D | -17.9% | +0.4% | -18.3% | -17.7% |
| 30D | -48.8% | +5.4% | -54.2% | -48.0% |
| 3M | -57.6% | +4.3% | -61.8% | -56.6% |
| All | -71.2% | +1.8% | -73.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 6mo: compounded portfolio wealth divided by compounded PPL 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…
6mo analysis · Full analysis span regression · Available span rolling