-9.0%
AUR vs CP
+35.2%
-44.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -6.0% |
| 7D | -19.8% | +5.6% | -25.4% | -21.9% |
| 30D | -29.0% | +10.0% | -39.1% | -32.3% |
| 3M | -43.6% | +4.4% | -48.0% | -44.5% |
| 6M | -36.6% | +14.1% | -50.7% | -41.2% |
| YTD | +6.3% | +29.1% | -22.8% | -11.1% |
| 1Y | -9.0% | +34.6% | -43.6% | -29.2% |
| All | -9.0% | +35.2% | -44.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling