+103.2%
CB vs RUN
-82.6%
+185.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +0.2% | +33.4% | -33.2% | +0.2% |
| 30D | +9.1% | +31.1% | -22.1% | +9.0% |
| 3M | +3.4% | +6.4% | -3.0% | +3.4% |
| 6M | +14.1% | -22.2% | +36.3% | +14.1% |
| YTD | +18.0% | -45.8% | +63.8% | +18.2% |
| 1Y | +30.1% | -51.1% | +81.3% | +30.4% |
| 3Y | +71.8% | -3.0% | +74.8% | +67.8% |
| All | +103.2% | -82.6% | +185.8% | +108.4% |
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