-57.6%
CBRS vs APD
+2.5%
-60.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.3% | +8.4% |
| 7D | -17.9% | -3.7% | -14.2% | -19.9% |
| 30D | -48.8% | +9.6% | -58.4% | -42.6% |
| 3M | -57.6% | +1.6% | -59.2% | -58.9% |
| All | -57.6% | +2.5% | -60.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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