-65.0%
CBRS vs Z
-22.9%
-42.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.5% | +7.8% | +11.5% |
| 7D | +21.2% | +0.8% | +20.4% | +21.2% |
| 30D | -23.2% | +5.2% | -28.3% | -21.7% |
| 3M | -52.9% | -17.0% | -35.9% | -54.7% |
| All | -65.0% | -22.9% | -42.2% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling