-67.5%
CBRS vs SM
+0.1%
-67.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.6% | +2.4% | +8.2% |
| 7D | +10.0% | +0.3% | +9.7% | +9.9% |
| 30D | -31.1% | -17.3% | -13.7% | -32.3% |
| 3M | -56.9% | -3.6% | -53.4% | -56.7% |
| All | -67.5% | +0.1% | -67.6% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling