-36.9%
CBRS vs SW
+5.4%
-42.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -3.3% |
| 7D | +6.3% | -7.0% | +13.3% | +3.7% |
| 30D | -14.7% | -10.5% | -4.2% | -18.1% |
| 3M | -13.5% | +3.0% | -16.5% | -10.3% |
| All | -36.9% | +5.4% | -42.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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