-36.9%
CBRS vs PTEN
+9.2%
-46.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.4% |
| 7D | +6.3% | -1.7% | +8.0% | +6.8% |
| 30D | -14.7% | +18.6% | -33.3% | -18.9% |
| 3M | -13.5% | +12.5% | -26.0% | -13.5% |
| All | -36.9% | +9.2% | -46.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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