+74.9%
CB vs RUN
-7.3%
+82.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +2.9% | -13.5% | +16.5% | +2.8% |
| 30D | +7.3% | +18.3% | -11.0% | +7.5% |
| 3M | +9.4% | -12.5% | +21.9% | +9.3% |
| 6M | +19.6% | -40.3% | +60.0% | +19.2% |
| YTD | +21.5% | -53.1% | +74.6% | +20.9% |
| 1Y | +28.0% | -54.3% | +82.3% | +27.4% |
| 3Y | +74.9% | -6.5% | +81.4% | +81.8% |
| All | +74.9% | -7.3% | +82.2% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling