-71.2%
CBRS vs USB
+13.5%
-84.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | -17.9% | 0.0% | -17.9% | -17.7% |
| 30D | -48.8% | +5.8% | -54.6% | -49.6% |
| 3M | -57.6% | -6.0% | -51.6% | -56.2% |
| All | -71.2% | +13.5% | -84.6% | -73.0% |
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