+39.4%
CFG vs RUN
-49.0%
+88.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.5% |
| 7D | +2.7% | +10.2% | -7.5% | +1.6% |
| 30D | -3.7% | -9.6% | +5.9% | -2.7% |
| 3M | +9.5% | -31.5% | +41.0% | +13.4% |
| 6M | +22.2% | -18.7% | +40.9% | +22.9% |
| YTD | +22.3% | -49.9% | +72.2% | +28.8% |
| 1Y | +39.4% | -45.5% | +85.0% | +49.3% |
| All | +39.4% | -49.0% | +88.5% | +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