-68.9%
CBRS vs PRU
+21.2%
-90.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.5% | +7.4% |
| 7D | +0.4% | +3.2% | -2.8% | +0.4% |
| 30D | -41.1% | +7.9% | -49.0% | -42.2% |
| 3M | -57.4% | +1.8% | -59.1% | -57.5% |
| All | -68.9% | +21.2% | -90.2% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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