-35.8%
CBRS vs U
+58.5%
-94.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.4% |
| 7D | +15.7% | +4.5% | +11.3% | +14.6% |
| 30D | -11.9% | -0.6% | -11.3% | -12.5% |
| 3M | -16.0% | +48.4% | -64.4% | -27.3% |
| All | -35.8% | +58.5% | -94.3% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling