-71.2%
CBRS vs AS
-4.1%
-67.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.9% |
| 7D | -17.9% | +6.9% | -24.8% | -15.8% |
| 30D | -48.8% | +16.0% | -64.8% | -46.3% |
| 3M | -57.6% | -12.8% | -44.7% | -61.5% |
| All | -71.2% | -4.1% | -67.1% | -72.4% |
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