+128.8%
AUR vs CFG
+191.5%
-62.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.8% |
| 7D | -4.5% | +3.2% | -7.7% | -7.2% |
| 30D | -16.6% | +5.1% | -21.8% | -20.8% |
| 3M | -38.5% | -11.2% | -27.2% | -31.4% |
| 6M | -49.9% | +9.6% | -59.4% | -54.7% |
| YTD | +9.6% | +15.0% | -5.3% | -7.0% |
| 1Y | +1.2% | +29.9% | -28.7% | -24.4% |
| 3Y | +128.8% | +192.1% | -63.3% | -35.8% |
| All | +128.8% | +191.5% | -62.7% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling