-56.5%
AUR vs CP
+23.6%
-80.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.1% |
| 7D | +7.9% | +0.9% | +7.0% | +7.1% |
| 30D | -18.5% | +10.3% | -28.9% | -24.7% |
| 3M | -36.7% | +2.3% | -39.0% | -37.9% |
| 6M | -39.8% | +10.7% | -50.5% | -45.0% |
| YTD | +13.3% | +29.3% | -16.0% | -9.6% |
| 1Y | +2.8% | +31.5% | -28.6% | -18.9% |
| 3Y | +139.7% | +36.7% | +103.0% | +85.8% |
| 5Y | -56.5% | +26.8% | -83.3% | -65.4% |
| All | -56.5% | +23.6% | -80.1% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling