-9.0%
AUR vs CLBK
+65.7%
-74.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.8% |
| 7D | -19.8% | +4.6% | -24.4% | -21.5% |
| 30D | -29.0% | -1.5% | -27.5% | -28.6% |
| 3M | -43.6% | +4.4% | -47.9% | -44.7% |
| 6M | -36.6% | +31.7% | -68.3% | -45.6% |
| YTD | +6.3% | +58.7% | -52.5% | -18.1% |
| 1Y | -9.0% | +64.9% | -73.9% | -34.3% |
| All | -9.0% | +65.7% | -74.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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