+195.3%
CF vs RUN
-31.9%
+227.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +1.3% | +4.8% | +5.9% |
| 30D | +14.8% | -15.3% | +30.1% | +16.2% |
| 3M | +14.1% | -40.0% | +54.1% | +18.5% |
| 6M | +28.5% | -27.0% | +55.5% | +29.9% |
| YTD | +74.9% | -51.7% | +126.6% | +81.7% |
| 1Y | +61.7% | -45.9% | +107.6% | +64.3% |
| 3Y | +80.3% | -43.8% | +124.1% | +60.4% |
| 5Y | +226.0% | -80.5% | +306.5% | +209.7% |
| 10Y | +569.9% | +45.3% | +524.6% | +300.4% |
| All | +195.3% | -31.9% | +227.2% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling