-9.0%
AUR vs CG
-14.1%
+5.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -9.0% | -6.9% |
| 7D | -19.8% | +9.4% | -29.3% | -24.4% |
| 30D | -29.0% | +8.7% | -37.8% | -32.8% |
| 3M | -43.6% | -15.0% | -28.6% | -38.0% |
| 6M | -36.6% | -13.2% | -23.4% | -31.5% |
| YTD | +6.3% | -26.2% | +32.4% | +26.2% |
| 1Y | -9.0% | -14.1% | +5.1% | -10.1% |
| All | -9.0% | -14.1% | +5.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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