-38.5%
CBRS vs APTV
-17.0%
-21.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.1% | -3.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | -18.5% | -7.9% | -10.6% | -17.2% |
| 3M | -19.4% | -29.9% | +10.5% | -15.8% |
| All | -38.5% | -17.0% | -21.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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