-9.0%
AUR vs CNH
+15.2%
-24.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -19.8% | +6.5% | -26.3% | -21.8% |
| 30D | -29.0% | -12.0% | -17.1% | -25.6% |
| 3M | -43.6% | +4.4% | -47.9% | -45.5% |
| 6M | -36.6% | +15.7% | -52.3% | -41.6% |
| YTD | +6.3% | +28.2% | -22.0% | -8.8% |
| 1Y | -9.0% | +14.8% | -23.8% | -18.8% |
| All | -9.0% | +15.2% | -24.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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