+471.5%
CF vs RUN
+74.1%
+397.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.4% |
| 7D | +10.4% | +3.2% | +7.2% | +9.9% |
| 30D | +7.6% | +19.5% | -11.9% | +5.5% |
| 3M | +5.2% | -9.6% | +14.7% | +5.5% |
| 6M | -0.1% | -37.3% | +37.2% | +2.9% |
| YTD | +61.7% | -50.7% | +112.4% | +67.1% |
| 1Y | +50.3% | -54.1% | +104.4% | +56.1% |
| 3Y | +66.0% | -3.9% | +69.9% | +35.2% |
| 5Y | +114.5% | -84.4% | +198.9% | +114.7% |
| 10Y | +471.5% | +77.5% | +394.0% | +147.3% |
| All | +471.5% | +74.1% | +397.4% | +147.3% |
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