+265.2%
CFG vs RUN
-25.4%
+290.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +0.3% | +18.1% | -17.8% | -2.0% |
| 30D | +3.2% | +27.5% | -24.3% | -0.2% |
| 3M | -9.7% | -4.5% | -5.2% | -9.7% |
| 6M | +3.6% | -33.3% | +37.0% | +7.5% |
| YTD | +14.7% | -47.1% | +61.7% | +20.2% |
| 1Y | +29.6% | -43.1% | +72.7% | +34.2% |
| 3Y | +190.6% | -3.0% | +193.5% | +138.5% |
| 5Y | +67.1% | -82.6% | +149.7% | +63.6% |
| 10Y | +237.0% | +103.3% | +133.7% | +108.1% |
| All | +265.2% | -25.4% | +290.6% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling