+133.0%
CB vs AUR
-57.9%
+190.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | +2.9% | -4.5% | +7.5% | +2.9% |
| 30D | +7.3% | -16.6% | +23.9% | +7.3% |
| 3M | +9.4% | -38.5% | +47.8% | +9.5% |
| 6M | +19.6% | -49.9% | +69.5% | +19.9% |
| YTD | +21.5% | +9.6% | +11.8% | +20.8% |
| 1Y | +28.0% | +1.2% | +26.8% | +27.4% |
| 3Y | +74.9% | +128.8% | -53.9% | +71.7% |
| 5Y | +108.1% | -57.9% | +166.0% | +100.2% |
| All | +133.0% | -57.9% | +190.9% | +123.7% |
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