-35.1%
AUR vs CFG
+99.1%
-134.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -6.4% | -4.6% | -1.8% | -2.7% |
| 3M | +7.7% | +6.7% | +1.0% | +2.2% |
| 6M | +44.5% | +22.1% | +22.4% | +22.4% |
| YTD | +67.4% | +23.2% | +44.3% | +40.1% |
| 1Y | +15.4% | +40.3% | -24.8% | -13.3% |
| 3Y | +94.8% | +187.9% | -93.0% | -12.7% |
| All | -35.1% | +99.1% | -134.2% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling