+130.6%
CB vs AUR
-56.5%
+187.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.4% |
| 7D | 0.0% | +7.9% | -7.9% | 0.0% |
| 30D | +7.4% | -18.5% | +25.9% | +7.4% |
| 3M | +8.6% | -36.7% | +45.3% | +8.7% |
| 6M | +16.1% | -39.8% | +55.9% | +16.3% |
| YTD | +20.2% | +13.3% | +6.9% | +19.5% |
| 1Y | +27.2% | +2.8% | +24.4% | +26.6% |
| 3Y | +72.7% | +139.7% | -67.0% | +69.5% |
| 5Y | +105.9% | -56.5% | +162.4% | +98.1% |
| All | +130.6% | -56.5% | +187.1% | +121.4% |
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