-71.2%
CBRS vs APH
+19.8%
-90.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.6% | +6.6% |
| 7D | -17.9% | -5.9% | -11.9% | -14.0% |
| 30D | -48.8% | -14.8% | -34.0% | -42.7% |
| 3M | -57.6% | -12.4% | -45.1% | -53.1% |
| All | -71.2% | +19.8% | -90.9% | -67.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling