-49.9%
CAG vs AUR
-36.7%
-13.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.7% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -1.5% | -8.9% | +7.4% | -1.6% |
| 3M | +11.5% | +4.6% | +6.8% | +11.6% |
| 6M | -15.7% | +44.9% | -60.5% | -15.3% |
| YTD | -10.2% | +64.8% | -75.0% | -9.7% |
| 1Y | -18.1% | +16.4% | -34.4% | -17.8% |
| 3Y | -39.4% | +85.1% | -124.5% | -38.6% |
| 5Y | -42.6% | -36.1% | -6.5% | -42.9% |
| All | -49.9% | -36.7% | -13.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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