+40.8%
CL vs AUR
-54.7%
+95.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.1% |
| 7D | +2.6% | +6.6% | -4.0% | +2.7% |
| 30D | +11.8% | -22.0% | +33.7% | +11.6% |
| 3M | +5.9% | -34.8% | +40.7% | +5.6% |
| 6M | +13.3% | -35.7% | +49.1% | +13.1% |
| YTD | +27.1% | +18.5% | +8.6% | +27.4% |
| 1Y | +28.0% | +4.4% | +23.6% | +28.2% |
| 3Y | +39.4% | +150.7% | -111.3% | +39.7% |
| 5Y | +40.8% | -53.6% | +94.3% | +39.5% |
| All | +40.8% | -54.7% | +95.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling