-73.7%
CBRS vs USB
+14.0%
-87.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.1% | -8.9% | -10.6% |
| 7D | -29.0% | -1.5% | -27.6% | -28.6% |
| 30D | -53.9% | +4.3% | -58.2% | -54.3% |
| 3M | -61.9% | -6.1% | -55.8% | -60.6% |
| All | -73.7% | +14.0% | -87.8% | -75.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling