-35.7%
AUR vs CRS
+1,024.3%
-1,060.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +1.4% | -6.8% | +8.2% | +5.0% |
| 30D | -6.4% | -16.1% | +9.7% | +2.1% |
| 3M | +7.7% | -21.2% | +28.9% | +20.7% |
| 6M | +44.5% | +8.7% | +35.8% | +36.2% |
| YTD | +67.4% | +41.0% | +26.5% | +35.8% |
| 1Y | +15.4% | +82.7% | -67.2% | -20.6% |
| 3Y | +94.8% | +604.8% | -509.9% | -34.0% |
| 5Y | -35.1% | +1,384.7% | -1,419.8% | -83.1% |
| All | -35.7% | +1,024.3% | -1,060.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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