-34.9%
AUR vs CG
+21.2%
-56.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.6% |
| 7D | +19.2% | -1.3% | +20.5% | +20.6% |
| 30D | -7.8% | -3.2% | -4.6% | -5.8% |
| 3M | +4.0% | +6.2% | -2.2% | -3.0% |
| 6M | +45.0% | -4.7% | +49.7% | +48.9% |
| YTD | +69.5% | -20.6% | +90.2% | +102.0% |
| 1Y | +13.0% | -26.4% | +39.4% | +43.0% |
| 3Y | +90.4% | +55.4% | +35.0% | +19.4% |
| 5Y | -34.2% | +9.8% | -44.0% | -43.2% |
| All | -34.9% | +21.2% | -56.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling