-57.0%
AUR vs CPB
-33.2%
-23.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -2.5% |
| 7D | -4.5% | -1.6% | -3.0% | -4.8% |
| 30D | -16.6% | +19.2% | -35.8% | -13.2% |
| 3M | -38.5% | -0.9% | -37.5% | -38.1% |
| 6M | -49.9% | +15.2% | -65.1% | -47.9% |
| YTD | +9.6% | -13.1% | +22.7% | +7.4% |
| 1Y | +1.2% | -22.4% | +23.6% | -3.5% |
| 3Y | +128.8% | -35.3% | +164.1% | +109.2% |
| All | -57.0% | -33.2% | -23.7% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling