-71.2%
CBRS vs ASTS
-57.8%
-13.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +5.9% |
| 7D | -17.9% | -21.1% | +3.2% | -6.4% |
| 30D | -48.8% | -46.7% | -2.1% | -29.2% |
| 3M | -57.6% | -52.0% | -5.6% | -38.3% |
| All | -71.2% | -57.8% | -13.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 all: compounded portfolio wealth divided by compounded ASTS 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…
all analysis · Full analysis span regression · Available span rolling