-35.7%
AUR vs CRL
-18.7%
-17.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.6% |
| 7D | +1.4% | -3.5% | +5.0% | +3.3% |
| 30D | -6.4% | -2.1% | -4.3% | -5.3% |
| 3M | +7.7% | +48.0% | -40.3% | -14.7% |
| 6M | +44.5% | +64.7% | -20.2% | +5.5% |
| YTD | +67.4% | +39.5% | +28.0% | +34.0% |
| 1Y | +15.4% | +74.2% | -58.8% | -20.1% |
| 3Y | +94.8% | +39.4% | +55.5% | +47.1% |
| 5Y | -35.1% | -36.9% | +1.8% | -37.2% |
| All | -35.7% | -18.7% | -17.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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