-65.0%
CBRS vs ADI
-7.1%
-57.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.8% | +14.0% | +13.4% |
| 7D | +21.2% | +9.5% | +11.8% | +12.4% |
| 30D | -23.2% | -1.4% | -21.8% | -22.0% |
| 3M | -52.9% | +4.7% | -57.7% | -54.0% |
| All | -65.0% | -7.1% | -57.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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 · 6 months rolling