-70.5%
CBRS vs Z
-12.3%
-58.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.4% | -15.5% | -3.8% |
| 7D | -18.4% | +10.2% | -28.6% | -16.2% |
| 30D | -49.4% | +23.7% | -73.1% | -46.8% |
| 3M | -59.6% | -6.6% | -53.0% | -59.6% |
| All | -70.5% | -12.3% | -58.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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