-70.5%
CBRS vs ALM
-55.2%
-15.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.2% | -7.3% | -6.7% |
| 7D | -18.4% | -6.4% | -12.0% | -15.5% |
| 30D | -49.4% | -35.0% | -14.4% | -36.8% |
| 3M | -59.6% | -33.8% | -25.8% | -52.5% |
| All | -70.5% | -55.2% | -15.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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