-36.1%
AUR vs CNH
+8.8%
-44.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -0.6% |
| 7D | +0.2% | -2.5% | +2.6% | +1.5% |
| 30D | -8.9% | +27.0% | -35.9% | -23.8% |
| 3M | +4.6% | +32.6% | -28.0% | -15.6% |
| 6M | +44.9% | +23.6% | +21.3% | +20.5% |
| YTD | +64.8% | +47.8% | +17.0% | +19.1% |
| 1Y | +16.4% | +21.3% | -4.9% | -3.1% |
| 3Y | +85.1% | +7.0% | +78.1% | +63.0% |
| 5Y | -36.1% | +10.2% | -46.3% | -45.7% |
| All | -36.1% | +8.8% | -44.9% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling