-56.9%
CBRS vs SPOT
+19.4%
-76.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +8.2% |
| 7D | +10.0% | -3.0% | +13.0% | +7.7% |
| 30D | -31.1% | +15.2% | -46.2% | -23.2% |
| 3M | -56.9% | +21.6% | -78.5% | -47.5% |
| All | -56.9% | +19.4% | -76.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3mo: compounded portfolio wealth divided by compounded SPOT 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…
3mo analysis · Full analysis span regression · Available span rolling