-68.9%
CBRS vs AMC
+155.6%
-224.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.3% | -0.5% | +7.2% |
| 7D | +0.4% | +6.6% | -6.2% | +0.1% |
| 30D | -41.1% | +14.1% | -55.2% | -41.4% |
| 3M | -57.4% | +31.3% | -88.6% | -57.6% |
| All | -68.9% | +155.6% | -224.6% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · Available span rolling