-57.9%
AUR vs CF
+152.4%
-210.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | -4.5% | +4.8% | -9.3% | -5.0% |
| 30D | -16.6% | +4.7% | -21.3% | -17.0% |
| 3M | -38.5% | +7.4% | -45.9% | -39.0% |
| 6M | -49.9% | +0.6% | -50.5% | -50.1% |
| YTD | +9.6% | +64.1% | -54.5% | -2.0% |
| 1Y | +1.2% | +51.4% | -50.2% | -8.1% |
| 3Y | +128.8% | +67.8% | +61.0% | +97.7% |
| 5Y | -57.9% | +114.1% | -172.0% | -63.1% |
| All | -57.9% | +152.4% | -210.3% | -63.2% |
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