+99.4%
CB vs AUR
-34.3%
+133.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -0.5% | +11.1% | -11.6% | -0.6% |
| 30D | -3.1% | -6.9% | +3.8% | -3.1% |
| 3M | +4.2% | +5.5% | -1.4% | +4.1% |
| 6M | +4.7% | +41.0% | -36.3% | +4.3% |
| YTD | +8.8% | +69.3% | -60.4% | +8.1% |
| 1Y | +22.6% | +14.0% | +8.6% | +22.3% |
| 3Y | +70.6% | +90.1% | -19.4% | +68.6% |
| 5Y | +99.4% | -34.4% | +133.9% | +92.0% |
| All | +99.4% | -34.3% | +133.7% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling