+220.7%
CF vs RUN
-80.5%
+301.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +1.3% | +4.8% | +6.0% |
| 30D | +14.8% | -15.3% | +30.1% | +15.4% |
| 3M | +14.1% | -40.0% | +54.1% | +15.8% |
| 6M | +28.5% | -27.0% | +55.5% | +29.0% |
| YTD | +74.9% | -51.7% | +126.6% | +77.9% |
| 1Y | +61.7% | -45.9% | +107.6% | +62.7% |
| 3Y | +80.3% | -43.8% | +124.1% | +70.1% |
| All | +220.7% | -80.5% | +301.2% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling