-71.2%
CBRS vs AR
-1.6%
-69.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +9.5% |
| 7D | -17.9% | -14.3% | -3.6% | -22.9% |
| 30D | -48.8% | +1.4% | -50.2% | -47.0% |
| 3M | -57.6% | +3.4% | -60.9% | -55.9% |
| All | -71.2% | -1.6% | -69.6% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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