-70.5%
CBRS vs VSXY
+136.8%
-207.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.4% | -14.5% | -6.7% |
| 7D | -18.4% | +14.2% | -32.6% | -19.3% |
| 30D | -49.4% | +21.9% | -71.3% | -50.2% |
| 3M | -59.6% | +22.1% | -81.7% | -60.5% |
| All | -70.5% | +136.8% | -207.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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 · Available span rolling