-36.6%
AUR vs CFG
+75.6%
-112.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +8.7% | +1.5% | +7.2% | +7.7% |
| 30D | -5.2% | -3.8% | -1.4% | -2.3% |
| 3M | -7.3% | +11.5% | -18.8% | -14.8% |
| 6M | +41.2% | +19.2% | +22.0% | +22.9% |
| YTD | +65.1% | +23.7% | +41.4% | +39.1% |
| 1Y | +13.4% | +38.8% | -25.4% | -12.7% |
| 3Y | +98.1% | +178.9% | -80.8% | -4.3% |
| 5Y | -36.0% | +101.8% | -137.8% | -61.4% |
| All | -36.6% | +75.6% | -112.2% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling