+16.4%
AUR vs CFG
+37.9%
-21.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | +0.2% | -1.7% | +1.9% | +1.2% |
| 30D | -8.9% | -4.6% | -4.3% | -6.2% |
| 3M | +4.6% | +7.9% | -3.3% | -0.3% |
| 6M | +44.9% | +19.9% | +25.0% | +27.3% |
| YTD | +64.8% | +21.7% | +43.1% | +42.2% |
| 1Y | +16.4% | +38.4% | -22.1% | -9.6% |
| All | +16.4% | +37.9% | -21.5% | -9.6% |
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