+18.0%
CI vs AUR
-17.4%
+35.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.8% | +3.2% |
| 7D | +3.5% | -19.8% | +23.4% | +2.9% |
| 30D | +12.6% | -29.0% | +41.6% | +11.5% |
| 3M | +12.1% | -43.6% | +55.6% | +10.4% |
| 6M | +10.6% | -36.6% | +47.2% | +9.5% |
| YTD | +12.8% | +6.3% | +6.6% | +11.3% |
| 1Y | +18.0% | -9.0% | +27.0% | +15.9% |
| All | +18.0% | -17.4% | +35.4% | +15.9% |
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 · 6 months rolling