-35.9%
AUR vs CF
+219.9%
-255.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.6% |
| 7D | +8.7% | +6.0% | +2.7% | +8.1% |
| 30D | -5.2% | +14.8% | -20.1% | -6.7% |
| 3M | -7.3% | +14.1% | -21.4% | -8.9% |
| 6M | +41.2% | +28.5% | +12.7% | +32.7% |
| YTD | +65.1% | +74.9% | -9.8% | +45.8% |
| 1Y | +13.4% | +61.7% | -48.3% | +1.6% |
| 3Y | +98.1% | +80.3% | +17.8% | +67.9% |
| All | -35.9% | +219.9% | -255.8% | -46.4% |
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