-12.0%
LITE vs CBRS
-40.0%
+28.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | -0.1% |
| 7D | -1.5% | +17.3% | -18.8% | -7.8% |
| 30D | +6.7% | -2.0% | +8.6% | +7.1% |
| 3M | -6.8% | -2.5% | -4.3% | -9.9% |
| All | -12.0% | -40.0% | +28.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 6mo: compounded portfolio wealth divided by compounded CBRS 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…
6mo analysis · Full analysis span regression · Available span rolling