-70.5%
CBRS vs XYZ
+24.7%
-95.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +15.3% | -21.4% | -7.4% |
| 7D | -18.4% | +16.5% | -34.9% | -19.8% |
| 30D | -49.4% | +15.0% | -64.4% | -50.0% |
| 3M | -59.6% | +3.5% | -63.1% | -59.2% |
| All | -70.5% | +24.7% | -95.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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