-32.5%
CBRS vs APH
-33.7%
+1.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -47.8% | +61.8% | +9.4% |
| 7D | +12.5% | -48.7% | +61.2% | +9.2% |
| 30D | -2.0% | -51.9% | +50.0% | -0.2% |
| 3M | -2.5% | -43.6% | +41.1% | -2.4% |
| All | -32.5% | -33.7% | +1.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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