+487.0%
CF vs RUN
+133.0%
+353.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -0.9% | +18.1% | -18.9% | -2.4% |
| 30D | +6.9% | +27.5% | -20.5% | +4.4% |
| 3M | +4.8% | -4.5% | +9.4% | +4.8% |
| 6M | +4.7% | -33.3% | +38.0% | +7.3% |
| YTD | +56.5% | -47.1% | +103.6% | +60.9% |
| 1Y | +48.4% | -43.1% | +91.6% | +50.9% |
| 3Y | +59.1% | -3.0% | +62.1% | +30.1% |
| 5Y | +109.5% | -82.6% | +192.1% | +106.8% |
| 10Y | +487.0% | +103.3% | +383.6% | +156.3% |
| All | +487.0% | +133.0% | +353.9% | +156.3% |
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