+55.4%
CAH vs AUR
+17.8%
+37.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | -5.1% | +1.4% | -6.5% | -5.0% |
| 30D | +0.2% | -6.4% | +6.6% | -0.3% |
| 3M | +6.3% | +7.7% | -1.4% | +7.3% |
| 6M | +9.4% | +44.5% | -35.1% | +13.8% |
| YTD | +15.0% | +67.4% | -52.5% | +20.8% |
| 1Y | +55.4% | +15.4% | +40.0% | +64.3% |
| All | +55.4% | +17.8% | +37.7% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling