+22.8%
CB vs AUR
+10.3%
+12.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.1% |
| 7D | -2.8% | +0.2% | -2.9% | -2.7% |
| 30D | -2.4% | -8.9% | +6.5% | -3.1% |
| 3M | +2.8% | +4.6% | -1.9% | +3.4% |
| 6M | +4.8% | +44.9% | -40.1% | +7.2% |
| YTD | +9.2% | +64.8% | -55.7% | +12.6% |
| 1Y | +22.8% | +16.4% | +6.4% | +24.9% |
| All | +22.8% | +10.3% | +12.5% | +24.9% |
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 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