-71.2%
CBRS vs PR
+9.3%
-80.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.8% | +9.5% |
| 7D | -17.9% | -16.4% | -1.4% | -18.0% |
| 30D | -48.8% | -1.9% | -46.9% | -47.7% |
| 3M | -57.6% | +8.0% | -65.5% | -57.2% |
| All | -71.2% | +9.3% | -80.4% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling