-11.7%
CBRS vs APO
+4.7%
-16.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.6% | +10.9% | +10.3% |
| 7D | +17.3% | -1.0% | +18.3% | +17.4% |
| 30D | -2.0% | +3.5% | -5.4% | -4.9% |
| All | -11.7% | +4.7% | -16.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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