-9.0%
AUR vs CFG
+34.2%
-43.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.9% |
| 7D | -19.8% | +1.8% | -21.6% | -20.9% |
| 30D | -29.0% | +3.3% | -32.3% | -30.6% |
| 3M | -43.6% | -9.8% | -33.7% | -40.0% |
| 6M | -36.6% | +5.2% | -41.8% | -38.5% |
| YTD | +6.3% | +16.1% | -9.8% | -6.5% |
| 1Y | -9.0% | +33.7% | -42.7% | -32.4% |
| All | -9.0% | +34.2% | -43.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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