-32.5%
CBRS vs SU
+3.0%
-35.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.6% | +10.7% |
| 7D | +17.3% | +2.9% | +14.4% | +15.5% |
| 30D | -2.0% | +7.2% | -9.2% | -5.3% |
| 3M | -2.5% | +2.8% | -5.3% | +4.6% |
| All | -32.5% | +3.0% | -35.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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