+209.1%
CFG vs RUN
+77.1%
+131.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +0.3% |
| 7D | -0.8% | +3.2% | -4.0% | -1.5% |
| 30D | +3.1% | +19.5% | -16.4% | +0.2% |
| 3M | -9.7% | -9.6% | -0.1% | -9.2% |
| 6M | +6.7% | -37.3% | +44.0% | +11.7% |
| YTD | +15.2% | -50.7% | +65.9% | +22.1% |
| 1Y | +28.8% | -54.1% | +82.9% | +37.4% |
| 3Y | +190.1% | -3.9% | +194.0% | +132.7% |
| 5Y | +63.4% | -84.4% | +147.8% | +63.5% |
| All | +209.1% | +77.1% | +131.9% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling