-70.5%
CBRS vs XLB
+4.3%
-74.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.5% | -8.6% | -4.5% |
| 7D | -18.4% | +3.9% | -22.3% | -16.4% |
| 30D | -49.4% | +8.9% | -58.3% | -47.1% |
| 3M | -59.6% | +4.1% | -63.7% | -59.2% |
| All | -70.5% | +4.3% | -74.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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