-32.5%
CBRS vs AUR
-24.2%
-8.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +10.1% |
| 7D | +17.3% | +8.7% | +8.5% | +10.1% |
| 30D | -2.0% | -5.2% | +3.2% | +2.0% |
| 3M | -2.5% | -7.3% | +4.8% | -2.4% |
| All | -32.5% | -24.2% | -8.3% | -30.5% |
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 · Available span rolling