-36.7%
AUR vs CNH
+3.2%
-39.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -0.7% |
| 7D | +0.2% | -2.5% | +2.6% | +1.4% |
| 30D | -8.9% | +27.0% | -35.9% | -23.2% |
| 3M | +4.6% | +32.6% | -28.0% | -14.8% |
| 6M | +44.9% | +23.6% | +21.3% | +21.5% |
| YTD | +64.8% | +47.8% | +17.0% | +21.1% |
| 1Y | +16.4% | +21.3% | -4.9% | -2.2% |
| 3Y | +85.1% | +7.0% | +78.1% | +64.1% |
| 5Y | -36.1% | +10.2% | -46.3% | -43.8% |
| All | -36.7% | +3.2% | -39.9% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling