-56.9%
CBRS vs AME
-5.1%
-51.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.6% | +7.3% | +7.0% |
| 7D | +10.0% | +1.1% | +9.0% | +8.1% |
| 30D | -31.1% | -4.1% | -27.0% | -26.9% |
| 3M | -56.9% | -6.3% | -50.6% | -49.0% |
| All | -56.9% | -5.1% | -51.8% | -49.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling