-67.5%
CBRS vs U
+84.1%
-151.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +8.1% |
| 7D | +10.0% | +16.9% | -6.9% | +7.7% |
| 30D | -31.1% | +6.4% | -37.4% | -31.1% |
| 3M | -56.9% | +13.2% | -70.1% | -57.6% |
| All | -67.5% | +84.1% | -151.6% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling