-32.5%
CBRS vs AGI
-14.6%
-17.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.9% | +12.2% | +10.8% |
| 7D | +17.3% | +0.6% | +16.7% | +16.9% |
| 30D | -2.0% | +18.2% | -20.2% | -6.3% |
| 3M | -2.5% | -4.1% | +1.6% | -5.9% |
| All | -32.5% | -14.6% | -17.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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