+3.5%
CI vs AUR
+86.2%
-82.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.1% | +11.1% | -12.2% | -1.1% |
| 30D | +0.5% | -6.9% | +7.3% | +0.4% |
| 3M | -5.2% | +5.5% | -10.7% | -5.2% |
| 6M | +4.3% | +41.0% | -36.7% | +4.3% |
| YTD | +2.8% | +69.3% | -66.5% | +2.7% |
| 1Y | -5.8% | +14.0% | -19.8% | -5.8% |
| All | +3.5% | +86.2% | -82.7% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling