-71.2%
CBRS vs SW
+10.2%
-81.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +9.6% |
| 7D | -17.9% | +2.3% | -20.2% | -17.4% |
| 30D | -48.8% | +6.8% | -55.6% | -48.1% |
| 3M | -57.6% | -5.2% | -52.4% | -58.6% |
| All | -71.2% | +10.2% | -81.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling