-19.4%
APP vs CBRS
-74.4%
+55.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.8% | +0.1% | +9.2% |
| 7D | +71.2% | -17.9% | +89.1% | +73.8% |
| 30D | +39.1% | -48.8% | +87.8% | +48.2% |
| 3M | +16.5% | -57.6% | +74.1% | +24.8% |
| All | -19.4% | -74.4% | +55.0% | -14.4% |
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 · Available span rolling