-69.9%
CBRS vs USB
+15.9%
-85.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -4.3% | +1.4% | -5.7% | -4.4% |
| 30D | -42.9% | +6.4% | -49.4% | -43.8% |
| 3M | -59.3% | -4.5% | -54.8% | -58.1% |
| All | -69.9% | +15.9% | -85.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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 · Available span rolling