-70.5%
CBRS vs AEM
-5.7%
-64.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.7% | -15.8% | -9.4% |
| 7D | -18.4% | +0.2% | -18.6% | -18.2% |
| 30D | -49.4% | +0.1% | -49.5% | -49.3% |
| 3M | -59.6% | +22.1% | -81.6% | -63.0% |
| All | -70.5% | -5.7% | -64.7% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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