-32.5%
CBRS vs AAL
+2.3%
-34.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.2% | +9.1% | +10.4% |
| 7D | +17.3% | -3.7% | +21.0% | +16.7% |
| 30D | -2.0% | -20.8% | +18.8% | -4.5% |
| 3M | -2.5% | -1.3% | -1.2% | +4.4% |
| All | -32.5% | +2.3% | -34.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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