-68.9%
CBRS vs STT
+12.8%
-81.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.2% | +4.6% | +4.9% |
| 7D | +0.4% | +0.9% | -0.6% | -0.1% |
| 30D | -41.1% | -2.3% | -38.8% | -39.9% |
| 3M | -57.4% | -7.0% | -50.4% | -54.6% |
| All | -68.9% | +12.8% | -81.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · Available span rolling