-70.5%
CBRS vs STM
-27.8%
-42.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.1% | 0.0% | -2.6% |
| 7D | -18.4% | -6.0% | -12.4% | -15.4% |
| 30D | -49.4% | -20.9% | -28.5% | -42.4% |
| 3M | -59.6% | -15.8% | -43.8% | -55.4% |
| All | -70.5% | -27.8% | -42.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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