-32.5%
CBRS vs WM
+1.0%
-33.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.5% | +7.8% |
| 7D | +17.3% | -0.3% | +17.6% | +16.8% |
| 30D | -2.0% | -2.4% | +0.4% | -6.3% |
| 3M | -2.5% | +0.4% | -2.9% | -0.9% |
| All | -32.5% | +1.0% | -33.5% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling