-70.5%
CBRS vs AME
+2.0%
-72.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.5% | -0.7% |
| 7D | -18.4% | -4.4% | -13.9% | -13.9% |
| 30D | -49.4% | -5.9% | -43.5% | -45.6% |
| 3M | -59.6% | -6.5% | -53.0% | -56.2% |
| All | -70.5% | +2.0% | -72.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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