+568.0%
CF vs RUN
+102.4%
+465.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -3.2% | +33.4% | -36.6% | -5.7% |
| 30D | +4.3% | +31.1% | -26.8% | +1.6% |
| 3M | +2.8% | +6.4% | -3.6% | +1.7% |
| 6M | +0.6% | -22.2% | +22.8% | +1.5% |
| YTD | +56.6% | -45.8% | +102.4% | +60.7% |
| 1Y | +49.6% | -51.1% | +100.7% | +54.4% |
| 3Y | +61.5% | -3.0% | +64.5% | +32.4% |
| 5Y | +124.0% | -82.2% | +206.2% | +120.8% |
| All | +568.0% | +102.4% | +465.5% | +206.5% |
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