+700.5%
AU vs CPB
-38.1%
+738.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | +0.6% | -8.0% | +8.6% | +0.8% |
| 30D | +12.3% | -2.4% | +14.7% | +12.3% |
| 3M | +29.4% | +0.5% | +28.8% | +29.3% |
| 6M | +3.2% | -10.5% | +13.7% | +3.5% |
| YTD | +31.8% | -17.5% | +49.3% | +32.5% |
| 1Y | +83.4% | -31.0% | +114.4% | +85.3% |
| 3Y | +623.1% | -40.6% | +663.7% | +629.2% |
| 5Y | +700.5% | -37.7% | +738.2% | +753.3% |
| All | +700.5% | -38.1% | +738.6% | +753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling