-2.5%
CBRS vs ARM
-33.7%
+31.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.4% | +8.3% |
| 7D | +17.3% | +5.5% | +11.8% | +14.4% |
| 30D | -2.0% | -8.2% | +6.2% | +1.9% |
| 3M | -2.5% | -35.9% | +33.4% | +10.1% |
| All | -2.5% | -33.7% | +31.2% | +10.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling