-35.0%
AUR vs CPB
-45.7%
+10.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | 0.0% |
| 7D | +11.1% | -8.0% | +19.1% | +9.5% |
| 30D | -6.9% | -2.4% | -4.5% | -7.2% |
| 3M | +5.5% | +0.5% | +5.0% | +6.0% |
| 6M | +41.0% | -10.5% | +51.5% | +38.3% |
| YTD | +69.3% | -17.5% | +86.8% | +63.5% |
| 1Y | +14.0% | -31.0% | +45.1% | +6.1% |
| 3Y | +90.1% | -40.6% | +130.7% | +69.4% |
| 5Y | -34.4% | -37.7% | +3.3% | -34.2% |
| All | -35.0% | -45.7% | +10.7% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling