-35.7%
AUR vs CG
+11.7%
-47.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +3.1% |
| 7D | +1.4% | -9.9% | +11.3% | +10.8% |
| 30D | -6.4% | -11.7% | +5.3% | +3.5% |
| 3M | +7.7% | -4.3% | +12.0% | +10.1% |
| 6M | +44.5% | -8.8% | +53.3% | +54.0% |
| YTD | +67.4% | -26.9% | +94.3% | +114.0% |
| 1Y | +15.4% | -35.4% | +50.9% | +64.4% |
| 3Y | +94.8% | +43.0% | +51.8% | +31.3% |
| 5Y | -35.1% | +1.9% | -37.0% | -40.0% |
| All | -35.7% | +11.7% | -47.4% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling