-70.5%
CBRS vs ROP
+56.8%
-127.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.9% | -10.0% | -1.7% |
| 7D | -18.4% | +11.7% | -30.1% | -7.1% |
| 30D | -49.4% | +35.5% | -84.9% | -28.1% |
| 3M | -59.6% | +25.6% | -85.2% | -47.1% |
| All | -70.5% | +56.8% | -127.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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