-70.5%
CBRS vs APA
+22.6%
-93.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.9% | +0.8% | -6.8% |
| 7D | -18.4% | -13.0% | -5.4% | -19.6% |
| 30D | -49.4% | +2.0% | -51.4% | -48.1% |
| 3M | -59.6% | +24.9% | -84.5% | -57.6% |
| All | -70.5% | +22.6% | -93.1% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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