-65.0%
CBRS vs WAB
+12.2%
-77.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +12.1% | +11.7% |
| 7D | +21.2% | +5.1% | +16.2% | +17.5% |
| 30D | -23.2% | +4.0% | -27.2% | -24.5% |
| 3M | -52.9% | +0.1% | -53.0% | -53.1% |
| All | -65.0% | +12.2% | -77.2% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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