-70.5%
CBRS vs PR
+12.7%
-83.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -6.1% |
| 7D | -18.4% | -12.1% | -6.3% | -18.4% |
| 30D | -49.4% | +0.9% | -50.3% | -48.4% |
| 3M | -59.6% | +10.1% | -69.7% | -59.3% |
| All | -70.5% | +12.7% | -83.1% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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