-10.1%
AMAT vs CBRS
-71.1%
+61.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.9% | -1.9% | +3.5% |
| 7D | +7.0% | +10.0% | -3.1% | +4.0% |
| 30D | -20.6% | -31.1% | +10.5% | -12.3% |
| 3M | -24.8% | -56.9% | +32.2% | -6.6% |
| All | -10.1% | -71.1% | +61.0% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling