-57.9%
AUR vs CP
+23.0%
-80.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -4.5% | +2.1% | -6.7% | -6.0% |
| 30D | -16.6% | +9.3% | -26.0% | -22.4% |
| 3M | -38.5% | +0.5% | -38.9% | -38.8% |
| 6M | -49.9% | +10.4% | -60.3% | -54.2% |
| YTD | +9.6% | +28.7% | -19.1% | -12.2% |
| 1Y | +1.2% | +33.2% | -32.0% | -21.0% |
| 3Y | +128.8% | +38.4% | +90.4% | +76.0% |
| 5Y | -57.9% | +26.2% | -84.1% | -66.4% |
| All | -57.9% | +23.0% | -80.9% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling