+101.0%
CB vs RUN
-80.5%
+181.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.5% | +1.3% | -0.8% | +0.5% |
| 30D | -3.1% | -15.3% | +12.1% | -3.1% |
| 3M | +9.0% | -40.0% | +49.0% | +9.2% |
| 6M | +2.9% | -27.0% | +29.8% | +2.9% |
| YTD | +10.1% | -51.7% | +61.8% | +10.4% |
| 1Y | +22.8% | -45.9% | +68.7% | +22.8% |
| 3Y | +73.8% | -43.8% | +117.6% | +71.5% |
| All | +101.0% | -80.5% | +181.5% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling