-32.5%
CBRS vs AA
-26.3%
-6.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.1% | +12.4% | +11.1% |
| 7D | +17.3% | -0.7% | +18.0% | +17.4% |
| 30D | -2.0% | +5.0% | -7.0% | -4.2% |
| 3M | -2.5% | -35.8% | +33.3% | -3.7% |
| All | -32.5% | -26.3% | -6.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · Available span rolling