-36.1%
AUR vs CRL
-38.6%
+2.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.6% |
| 7D | +0.2% | -6.9% | +7.1% | +4.0% |
| 30D | -8.9% | -3.2% | -5.7% | -7.3% |
| 3M | +4.6% | +46.5% | -41.9% | -17.0% |
| 6M | +44.9% | +63.1% | -18.3% | +5.8% |
| YTD | +64.8% | +36.9% | +28.0% | +32.8% |
| 1Y | +16.4% | +78.1% | -61.8% | -21.2% |
| 3Y | +85.1% | +36.7% | +48.4% | +40.4% |
| 5Y | -36.1% | -38.1% | +2.0% | -36.4% |
| All | -36.1% | -38.6% | +2.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling