-68.9%
CBRS vs APH
+29.6%
-98.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.2% | -0.4% | +1.5% |
| 7D | +0.4% | +1.1% | -0.7% | -0.6% |
| 30D | -41.1% | -7.5% | -33.6% | -38.1% |
| 3M | -57.4% | -4.4% | -52.9% | -55.8% |
| All | -68.9% | +29.6% | -98.5% | -67.3% |
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