-70.5%
CBRS vs ARM
-12.0%
-58.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.3% | -0.8% | -4.7% |
| 7D | -18.4% | -18.7% | +0.3% | -13.8% |
| 30D | -49.4% | -36.7% | -12.7% | -43.3% |
| 3M | -59.6% | -31.6% | -27.9% | -56.0% |
| All | -70.5% | -12.0% | -58.5% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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