-13.1%
CBRS vs AMRZ
-10.7%
-2.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -6.2% |
| 7D | +15.7% | -2.0% | +17.7% | +15.0% |
| All | -13.1% | -10.7% | -2.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1mo: compounded portfolio wealth divided by compounded AMRZ 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…
1mo analysis · Full analysis span regression · Available span rolling