+97.0%
AUR vs CNH
+9.4%
+87.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.6% |
| 7D | +11.1% | +1.8% | +9.3% | +9.4% |
| 30D | -6.9% | +32.6% | -39.5% | -23.5% |
| 3M | +5.5% | +29.4% | -23.9% | -12.3% |
| 6M | +41.0% | +26.0% | +15.0% | +17.2% |
| YTD | +69.3% | +52.2% | +17.1% | +21.3% |
| 1Y | +14.0% | +23.9% | -9.8% | -5.0% |
| All | +97.0% | +9.4% | +87.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling