-56.5%
AUR vs CF
+120.6%
-177.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.4% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | -22.9% | +4.3% | -27.2% | -23.3% |
| 3M | -35.0% | +2.8% | -37.8% | -35.3% |
| 6M | -39.3% | +0.6% | -40.0% | -39.8% |
| YTD | +14.8% | +56.6% | -41.8% | +2.0% |
| 1Y | +4.3% | +49.6% | -45.4% | -6.5% |
| 3Y | +125.0% | +61.5% | +63.5% | +91.6% |
| All | -56.5% | +120.6% | -177.0% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling