+50.4%
CF vs RUN
-57.8%
+108.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.4% | +0.8% |
| 7D | +5.4% | -13.7% | +19.0% | +4.1% |
| 30D | +6.5% | +9.4% | -2.8% | +7.8% |
| 3M | +4.6% | -13.4% | +18.0% | +3.7% |
| 6M | -3.3% | -39.6% | +36.3% | -6.3% |
| YTD | +63.9% | -53.7% | +117.6% | +60.2% |
| 1Y | +50.4% | -56.2% | +106.6% | +48.1% |
| All | +50.4% | -57.8% | +108.3% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling