-73.7%
CBRS vs SW
+11.2%
-84.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.5% | -9.5% | -11.3% |
| 7D | -29.0% | +4.7% | -33.7% | -28.4% |
| 30D | -53.9% | +5.0% | -58.9% | -53.5% |
| 3M | -61.9% | -7.3% | -54.5% | -63.2% |
| All | -73.7% | +11.2% | -84.9% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling