-70.5%
CBRS vs AAOX
-97.0%
+26.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.0% | +8.9% | -2.6% |
| 7D | -18.4% | -50.3% | +31.9% | -5.0% |
| 30D | -49.4% | -79.8% | +30.4% | -30.0% |
| 3M | -59.6% | -85.9% | +26.3% | -42.0% |
| All | -70.5% | -97.0% | +26.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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