-54.5%
AUR vs CF
+146.9%
-201.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.4% |
| 7D | +6.6% | +4.8% | +1.8% | +6.1% |
| 30D | -22.0% | +9.7% | -31.7% | -22.7% |
| 3M | -34.8% | +1.2% | -36.1% | -35.0% |
| 6M | -35.7% | +7.4% | -43.1% | -36.7% |
| YTD | +18.5% | +60.5% | -42.0% | +6.2% |
| 1Y | +4.4% | +50.7% | -46.4% | -5.4% |
| 3Y | +150.7% | +64.8% | +85.9% | +116.9% |
| 5Y | -53.6% | +115.8% | -169.4% | -59.3% |
| All | -54.5% | +146.9% | -201.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling