-57.9%
AUR vs CNH
-9.0%
-48.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -4.5% | +3.0% | -7.6% | -6.5% |
| 30D | -16.6% | -0.6% | -16.0% | -16.8% |
| 3M | -38.5% | +14.6% | -53.1% | -45.4% |
| 6M | -49.9% | +11.8% | -61.6% | -55.4% |
| YTD | +9.6% | +30.4% | -20.8% | -14.0% |
| 1Y | +1.2% | +19.1% | -17.9% | -15.5% |
| 3Y | +128.8% | +30.2% | +98.6% | +73.2% |
| 5Y | -57.9% | -17.8% | -40.1% | -60.5% |
| All | -57.9% | -9.0% | -48.9% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling