-67.5%
CBRS vs AS
-5.3%
-62.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.4% | +7.3% |
| 7D | +10.0% | -3.0% | +13.1% | +9.0% |
| 30D | -31.1% | +9.6% | -40.6% | -28.9% |
| 3M | -56.9% | -8.2% | -48.8% | -59.8% |
| All | -67.5% | -5.3% | -62.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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 · 6 months rolling