-65.0%
CBRS vs AME
+4.1%
-69.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +10.6% |
| 7D | +21.2% | +5.9% | +15.4% | +12.6% |
| 30D | -23.2% | -1.9% | -21.2% | -21.2% |
| 3M | -52.9% | -5.4% | -47.6% | -50.0% |
| All | -65.0% | +4.1% | -69.2% | -65.0% |
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 · 6 months rolling