-67.5%
CBRS vs RL
+18.8%
-86.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +8.1% |
| 7D | +10.0% | -4.4% | +14.4% | +10.2% |
| 30D | -31.1% | +5.6% | -36.6% | -30.6% |
| 3M | -56.9% | -0.6% | -56.3% | -57.4% |
| All | -67.5% | +18.8% | -86.3% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling