+49.6%
CF vs RUN
-51.5%
+101.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.8% |
| 7D | -3.2% | +33.4% | -36.6% | -0.7% |
| 30D | +4.3% | +31.1% | -26.8% | +7.0% |
| 3M | +2.8% | +6.4% | -3.6% | +3.7% |
| 6M | +0.6% | -22.2% | +22.8% | -0.5% |
| YTD | +56.6% | -45.8% | +102.4% | +55.7% |
| 1Y | +49.6% | -51.1% | +100.7% | +49.3% |
| All | +49.6% | -51.5% | +101.1% | +49.3% |
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 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