-70.5%
CBRS vs SW
+12.9%
-83.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.2% | -5.3% |
| 7D | -18.4% | +12.1% | -30.4% | -16.7% |
| 30D | -49.4% | +6.6% | -56.0% | -48.9% |
| 3M | -59.6% | -6.0% | -53.6% | -60.9% |
| All | -70.5% | +12.9% | -83.4% | -68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling