+192.1%
CFG vs RUN
-7.3%
+199.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +3.2% | -13.5% | +16.7% | +4.3% |
| 30D | +5.1% | +18.3% | -13.2% | +3.5% |
| 3M | -11.2% | -12.5% | +1.2% | -10.7% |
| 6M | +9.6% | -40.3% | +49.9% | +12.9% |
| YTD | +15.0% | -53.1% | +68.1% | +19.4% |
| 1Y | +29.9% | -54.3% | +84.1% | +34.9% |
| 3Y | +192.1% | -6.5% | +198.6% | +129.0% |
| All | +192.1% | -7.3% | +199.4% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling