+206.6%
CFG vs RUN
+66.4%
+140.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | 0.0% |
| 7D | +1.6% | -13.7% | +15.3% | +3.5% |
| 30D | +3.3% | +9.4% | -6.1% | +1.5% |
| 3M | -11.5% | -13.4% | +1.9% | -10.5% |
| 6M | +6.2% | -39.6% | +45.8% | +11.7% |
| YTD | +14.3% | -53.7% | +68.0% | +22.1% |
| 1Y | +26.7% | -56.2% | +82.9% | +36.0% |
| 3Y | +187.8% | -9.7% | +197.5% | +132.7% |
| 5Y | +61.3% | -85.5% | +146.8% | +63.0% |
| All | +206.6% | +66.4% | +140.2% | +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