-68.9%
CBRS vs RL
+20.1%
-89.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.8% | +2.0% | +7.2% |
| 7D | +0.4% | +0.2% | +0.1% | +0.6% |
| 30D | -41.1% | +7.3% | -48.4% | -40.7% |
| 3M | -57.4% | +1.0% | -58.4% | -57.8% |
| All | -68.9% | +20.1% | -89.0% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 6mo: compounded portfolio wealth divided by compounded RL 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…
6mo analysis · Full analysis span regression · Available span rolling