-70.5%
CBRS vs QSR
+4.0%
-74.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.5% | -11.6% | +0.3% |
| 7D | -18.4% | +5.2% | -23.6% | -12.6% |
| 30D | -49.4% | +12.2% | -61.6% | -41.7% |
| 3M | -59.6% | +7.0% | -66.6% | -54.8% |
| All | -70.5% | +4.0% | -74.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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