+109.4%
CB vs AUR
-36.7%
+146.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.3% |
| 7D | -2.8% | +0.2% | -2.9% | -2.8% |
| 30D | -2.4% | -8.9% | +6.5% | -2.4% |
| 3M | +2.8% | +4.6% | -1.9% | +2.7% |
| 6M | +4.8% | +44.9% | -40.1% | +4.3% |
| YTD | +9.2% | +64.8% | -55.7% | +8.5% |
| 1Y | +22.8% | +16.4% | +6.4% | +22.4% |
| 3Y | +71.1% | +85.1% | -13.9% | +69.1% |
| 5Y | +101.0% | -36.1% | +137.1% | +92.4% |
| All | +109.4% | -36.7% | +146.1% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling