-71.2%
CBRS vs WM
+9.5%
-80.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.8% | +6.3% |
| 7D | -17.9% | +1.2% | -19.1% | -15.6% |
| 30D | -48.8% | +13.1% | -61.8% | -35.7% |
| 3M | -57.6% | +3.6% | -61.2% | -55.5% |
| All | -71.2% | +9.5% | -80.7% | -66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling