-35.8%
CBRS vs AAOX
-86.6%
+50.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.2% | -16.1% | -7.6% |
| 7D | +15.7% | +15.2% | +0.5% | +11.4% |
| 30D | -11.9% | -40.3% | +28.4% | -3.5% |
| 3M | -16.0% | -81.2% | +65.2% | -4.6% |
| All | -35.8% | -86.6% | +50.8% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling