-68.6%
CBRS vs PR
+14.4%
-83.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.5% |
| 7D | +19.6% | +6.7% | +12.9% | +18.7% |
| 30D | -34.4% | -6.1% | -28.3% | -34.0% |
| 3M | -62.7% | +6.9% | -69.6% | -62.6% |
| All | -68.6% | +14.4% | -83.0% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling