-68.9%
CBRS vs ACM
-0.3%
-68.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.2% | +2.6% | +10.6% |
| 7D | +0.4% | +6.9% | -6.5% | +4.1% |
| 30D | -41.1% | +19.1% | -60.2% | -34.4% |
| 3M | -57.4% | -6.9% | -50.4% | -59.3% |
| All | -68.9% | -0.3% | -68.6% | -68.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling