+13.0%
AUR vs CVE
+109.0%
-96.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +2.6% |
| 7D | +19.2% | +0.2% | +19.0% | +19.2% |
| 30D | -7.8% | +17.5% | -25.3% | -8.5% |
| 3M | +4.0% | +16.2% | -12.2% | +3.7% |
| 6M | +45.0% | +47.8% | -2.8% | +31.0% |
| YTD | +69.5% | +98.5% | -29.0% | +41.4% |
| 1Y | +13.0% | +109.8% | -96.8% | -3.5% |
| All | +13.0% | +109.0% | -96.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling