-56.9%
CBRS vs WM
+6.9%
-63.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.2% | +6.7% | +9.2% |
| 7D | +10.0% | +0.8% | +9.3% | +10.9% |
| 30D | -31.1% | +13.8% | -44.9% | -22.5% |
| 3M | -56.9% | +6.4% | -63.3% | -57.0% |
| All | -56.9% | +6.9% | -63.9% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3mo: compounded portfolio wealth divided by compounded WM 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…
3mo analysis · Full analysis span regression · Available span rolling