+271.0%
CG vs RUN
+66.4%
+204.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -3.2% |
| 7D | -1.5% | -13.7% | +12.2% | +0.9% |
| 30D | +5.7% | +9.4% | -3.7% | +3.4% |
| 3M | -17.9% | -13.4% | -4.5% | -16.6% |
| 6M | -20.2% | -39.6% | +19.4% | -14.8% |
| YTD | -32.0% | -53.7% | +21.7% | -25.9% |
| 1Y | -27.0% | -56.2% | +29.2% | -19.9% |
| 3Y | +42.8% | -9.7% | +52.5% | +9.1% |
| 5Y | -23.4% | -85.5% | +62.0% | -21.9% |
| All | +271.0% | +66.4% | +204.6% | +110.9% |
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