+14.5%
V vs CBRS
-42.9%
+57.4%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.9% |
| 7D | -1.1% | +15.7% | -16.8% | -0.5% |
| 30D | +1.9% | -11.9% | +13.8% | +1.5% |
| 3M | +15.5% | -16.0% | +31.5% | +15.0% |
| All | +14.5% | -42.9% | +57.4% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling