-70.5%
CBRS vs ACM
-3.2%
-67.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.9% | -9.0% | -4.1% |
| 7D | -18.4% | +9.5% | -27.9% | -13.1% |
| 30D | -49.4% | +14.7% | -64.1% | -44.5% |
| 3M | -59.6% | -9.5% | -50.1% | -61.8% |
| All | -70.5% | -3.2% | -67.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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