-35.1%
AUR vs CRS
+1,363.4%
-1,398.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.2% |
| 7D | +1.4% | -6.8% | +8.2% | +5.2% |
| 30D | -6.4% | -16.1% | +9.7% | +2.8% |
| 3M | +7.7% | -21.2% | +28.9% | +21.7% |
| 6M | +44.5% | +8.7% | +35.8% | +35.3% |
| YTD | +67.4% | +41.0% | +26.5% | +33.3% |
| 1Y | +15.4% | +82.7% | -67.2% | -23.2% |
| 3Y | +94.8% | +604.8% | -509.9% | -42.1% |
| All | -35.1% | +1,363.4% | -1,398.5% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling