-69.9%
CBRS vs Q
-24.3%
-45.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.3% |
| 7D | -4.3% | +4.0% | -8.2% | -6.5% |
| 30D | -42.9% | -2.3% | -40.6% | -42.1% |
| 3M | -59.3% | -7.9% | -51.4% | -57.2% |
| All | -69.9% | -24.3% | -45.6% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · Available span rolling