-36.7%
AUR vs CRS
+1,037.2%
-1,073.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.5% |
| 7D | +0.2% | -4.1% | +4.3% | +2.2% |
| 30D | -8.9% | -16.6% | +7.7% | -0.3% |
| 3M | +4.6% | -14.3% | +18.9% | +12.1% |
| 6M | +44.9% | +11.6% | +33.3% | +34.7% |
| YTD | +64.8% | +42.6% | +22.3% | +33.0% |
| 1Y | +16.4% | +81.8% | -65.5% | -19.7% |
| 3Y | +85.1% | +632.1% | -547.0% | -38.5% |
| 5Y | -36.1% | +1,401.6% | -1,437.8% | -83.4% |
| All | -36.7% | +1,037.2% | -1,073.9% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling