+38.8%
CFG vs RUN
-46.2%
+85.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.5% | +1.3% | +0.3% | +1.4% |
| 30D | -3.8% | -15.3% | +11.4% | -2.4% |
| 3M | +11.5% | -40.0% | +51.5% | +16.8% |
| 6M | +19.2% | -27.0% | +46.1% | +21.3% |
| YTD | +23.7% | -51.7% | +75.4% | +30.5% |
| 1Y | +38.8% | -45.9% | +84.7% | +49.3% |
| All | +38.8% | -46.2% | +85.0% | +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