-67.5%
CBRS vs USB
+15.8%
-83.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | +10.0% | -0.5% | +10.6% | +10.1% |
| 30D | -31.1% | +5.7% | -36.8% | -31.9% |
| 3M | -56.9% | -4.7% | -52.2% | -55.7% |
| All | -67.5% | +15.8% | -83.4% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling