+4.6%
MU vs CBRS
-71.1%
+75.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.9% | +4.0% | +9.2% |
| 7D | +2.0% | +10.0% | -8.0% | -0.7% |
| 30D | -18.0% | -31.1% | +13.1% | -9.0% |
| 3M | -6.6% | -56.9% | +50.4% | +16.1% |
| All | +4.6% | -71.1% | +75.7% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling