-35.7%
AUR vs CNI
+20.6%
-56.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | -6.4% | -2.7% | -3.7% | -3.5% |
| 3M | +7.7% | +3.9% | +3.8% | +2.5% |
| 6M | +44.5% | +16.4% | +28.1% | +20.4% |
| YTD | +67.4% | +25.8% | +41.6% | +27.2% |
| 1Y | +15.4% | +32.4% | -17.0% | -17.2% |
| 3Y | +94.8% | +19.1% | +75.8% | +61.9% |
| 5Y | -35.1% | +13.6% | -48.7% | -40.4% |
| All | -35.7% | +20.6% | -56.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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