-35.7%
AUR vs CLBK
+40.8%
-76.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -1.5% | +2.9% | +2.3% |
| 30D | -6.4% | -1.0% | -5.4% | -6.0% |
| 3M | +7.7% | +22.9% | -15.2% | -5.9% |
| 6M | +44.5% | +44.2% | +0.3% | +14.5% |
| YTD | +67.4% | +64.0% | +3.5% | +21.9% |
| 1Y | +15.4% | +65.7% | -50.2% | -16.7% |
| 3Y | +94.8% | +54.1% | +40.8% | +49.3% |
| 5Y | -35.1% | +44.7% | -79.8% | -48.2% |
| All | -35.7% | +40.8% | -76.5% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling