+29.6%
CL vs AUR
+90.4%
-60.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.4% |
| 7D | -1.4% | +19.2% | -20.6% | -1.1% |
| 30D | -5.2% | -7.8% | +2.6% | -5.3% |
| 3M | +3.3% | +4.0% | -0.7% | +3.4% |
| 6M | -4.4% | +45.0% | -49.4% | -3.7% |
| YTD | +13.9% | +69.5% | -55.6% | +15.0% |
| 1Y | +7.6% | +13.0% | -5.4% | +8.3% |
| 3Y | +29.6% | +90.4% | -60.8% | +33.0% |
| All | +29.6% | +90.4% | -60.8% | +33.0% |
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