+111.2%
CB vs AUR
-36.6%
+147.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +8.7% | -8.3% | +0.5% |
| 30D | -3.1% | -5.2% | +2.1% | -3.1% |
| 3M | +9.0% | -7.3% | +16.3% | +9.0% |
| 6M | +2.9% | +41.2% | -38.4% | +2.4% |
| YTD | +10.1% | +65.1% | -55.0% | +9.4% |
| 1Y | +22.8% | +13.4% | +9.4% | +22.5% |
| 3Y | +73.8% | +98.1% | -24.3% | +71.6% |
| 5Y | +99.2% | -36.0% | +135.2% | +90.7% |
| All | +111.2% | -36.6% | +147.8% | +102.6% |
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