+36.2%
CL vs AUR
-57.9%
+94.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.8% |
| 7D | +3.2% | -4.5% | +7.8% | +3.2% |
| 30D | +8.0% | -16.6% | +24.7% | +7.9% |
| 3M | +7.9% | -38.5% | +46.3% | +7.5% |
| 6M | +14.7% | -49.9% | +64.6% | +14.3% |
| YTD | +29.2% | +9.6% | +19.5% | +29.4% |
| 1Y | +29.5% | +1.2% | +28.3% | +29.7% |
| 3Y | +40.7% | +128.8% | -88.1% | +40.9% |
| 5Y | +43.9% | -57.9% | +101.8% | +43.4% |
| All | +36.2% | -57.9% | +94.1% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling