-73.7%
CBRS vs WETO
-98.5%
+24.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.5% | -7.6% | -11.0% |
| 7D | -29.0% | +4.5% | -33.5% | -29.1% |
| 30D | -53.9% | -17.7% | -36.1% | -53.8% |
| 3M | -61.9% | -83.1% | +21.2% | -61.1% |
| All | -73.7% | -98.5% | +24.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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