+170.9%
CF vs RUN
-33.3%
+204.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.6% | +13.2% | +3.5% |
| 7D | +4.8% | +0.3% | +4.4% | +4.6% |
| 30D | +9.7% | +14.0% | -4.3% | +8.1% |
| 3M | +1.2% | -11.8% | +13.0% | +1.8% |
| 6M | +7.4% | -40.4% | +47.7% | +10.9% |
| YTD | +60.5% | -52.7% | +113.2% | +66.3% |
| 1Y | +50.7% | -52.5% | +103.3% | +55.7% |
| 3Y | +64.8% | -7.7% | +72.5% | +37.1% |
| 5Y | +115.8% | -83.9% | +199.7% | +111.5% |
| 10Y | +481.0% | +84.9% | +396.1% | +241.2% |
| All | +170.9% | -33.3% | +204.3% | +66.3% |
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 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