+216.8%
CB vs RUN
+46.3%
+170.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -1.6% |
| 7D | -0.6% | +10.2% | -10.8% | -1.0% |
| 30D | -3.9% | -9.6% | +5.7% | -3.6% |
| 3M | +4.9% | -31.5% | +36.4% | +6.1% |
| 6M | +3.3% | -18.7% | +22.0% | +3.4% |
| YTD | +8.5% | -49.9% | +58.4% | +10.1% |
| 1Y | +22.1% | -45.5% | +67.6% | +23.0% |
| 3Y | +70.1% | -34.1% | +104.2% | +60.6% |
| 5Y | +97.4% | -79.4% | +176.8% | +94.6% |
| 10Y | +216.8% | +48.9% | +167.9% | +134.2% |
| All | +216.8% | +46.3% | +170.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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