-35.7%
AUR vs CPB
-47.9%
+12.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.1% |
| 30D | -6.4% | -7.1% | +0.7% | -7.6% |
| 3M | +7.7% | -6.0% | +13.8% | +6.7% |
| 6M | +44.5% | -5.3% | +49.8% | +43.4% |
| YTD | +67.4% | -20.8% | +88.3% | +60.5% |
| 1Y | +15.4% | -33.8% | +49.3% | +6.5% |
| 3Y | +94.8% | -43.7% | +138.6% | +71.2% |
| 5Y | -35.1% | -40.7% | +5.6% | -35.4% |
| All | -35.7% | -47.9% | +12.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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