+62.0%
CFG vs RUN
-82.6%
+144.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -0.9% | +33.4% | -34.3% | -4.0% |
| 30D | +1.1% | +31.1% | -30.1% | -2.0% |
| 3M | -12.0% | +6.4% | -18.4% | -13.0% |
| 6M | -2.2% | -22.2% | +20.0% | -0.9% |
| YTD | +11.4% | -45.8% | +57.2% | +15.6% |
| 1Y | +27.8% | -51.1% | +79.0% | +33.5% |
| 3Y | +173.3% | -3.0% | +176.3% | +127.6% |
| All | +62.0% | -82.6% | +144.6% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling