-36.7%
AUR vs CFG
+72.7%
-109.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | +0.2% | -1.7% | +1.9% | +1.4% |
| 30D | -8.9% | -4.6% | -4.3% | -5.6% |
| 3M | +4.6% | +7.9% | -3.3% | -1.4% |
| 6M | +44.9% | +19.9% | +25.0% | +25.6% |
| YTD | +64.8% | +21.7% | +43.1% | +40.6% |
| 1Y | +16.4% | +38.4% | -22.1% | -10.3% |
| 3Y | +85.1% | +187.0% | -101.9% | -11.8% |
| 5Y | -36.1% | +99.5% | -135.7% | -61.0% |
| All | -36.7% | +72.7% | -109.4% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling