-32.5%
CBRS vs AS
-10.0%
-22.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.6% | +6.7% | +12.0% |
| 7D | +17.3% | -4.9% | +22.2% | +13.5% |
| 30D | -2.0% | -19.6% | +17.6% | -12.8% |
| 3M | -2.5% | -14.4% | +11.9% | -9.0% |
| All | -32.5% | -10.0% | -22.5% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling