-68.9%
CBRS vs ARM
-14.5%
-54.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.7% | +1.1% | +5.7% |
| 7D | +0.4% | -5.3% | +5.7% | +2.1% |
| 30D | -41.1% | -30.0% | -11.1% | -35.3% |
| 3M | -57.4% | -34.1% | -23.3% | -53.0% |
| All | -68.9% | -14.5% | -54.4% | -61.7% |
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