-32.5%
CBRS vs SM
+16.4%
-48.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.1% | +13.4% | +10.0% |
| 7D | +17.3% | -0.5% | +17.8% | +17.1% |
| 30D | -2.0% | +25.6% | -27.6% | +1.0% |
| 3M | -2.5% | +8.0% | -10.5% | +3.7% |
| All | -32.5% | +16.4% | -48.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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