+14.0%
AUR vs CF
+65.9%
-51.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | +0.4% |
| 7D | +11.1% | -0.8% | +11.9% | +11.0% |
| 30D | -6.9% | +14.3% | -21.2% | -4.4% |
| 3M | +5.5% | +27.9% | -22.3% | +10.3% |
| 6M | +41.0% | +25.5% | +15.5% | +39.0% |
| YTD | +69.3% | +81.2% | -11.9% | +51.3% |
| 1Y | +14.0% | +66.5% | -52.5% | +5.3% |
| All | +14.0% | +65.9% | -51.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling