-32.5%
CBRS vs ACI
-23.2%
-9.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.3% | +10.6% | +10.1% |
| 7D | +17.3% | +0.2% | +17.1% | +17.5% |
| 30D | -2.0% | +5.9% | -7.9% | +1.3% |
| 3M | -2.5% | -19.8% | +17.3% | +1.1% |
| All | -32.5% | -23.2% | -9.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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