-71.2%
CBRS vs APD
0.0%
-71.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.3% | +9.1% |
| 7D | -17.9% | -3.7% | -14.2% | -19.0% |
| 30D | -48.8% | +9.6% | -58.4% | -46.3% |
| 3M | -57.6% | +1.6% | -59.2% | -57.5% |
| All | -71.2% | 0.0% | -71.1% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling