-71.2%
CBRS vs RF
+7.7%
-78.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +9.8% |
| 7D | -17.9% | -0.9% | -17.0% | -17.6% |
| 30D | -48.8% | +6.0% | -54.8% | -49.3% |
| 3M | -57.6% | -8.9% | -48.7% | -56.3% |
| All | -71.2% | +7.7% | -78.9% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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