-70.5%
CBRS vs SO
+1.7%
-72.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.5% |
| 7D | -18.4% | +1.7% | -20.1% | -17.7% |
| 30D | -49.4% | +11.1% | -60.5% | -47.1% |
| 3M | -59.6% | +0.7% | -60.2% | -58.8% |
| All | -70.5% | +1.7% | -72.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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