+274.8%
CG vs RUN
+68.6%
+206.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.8% |
| 7D | +0.2% | -13.5% | +13.7% | +2.5% |
| 30D | +11.2% | +18.3% | -7.1% | +7.3% |
| 3M | -22.1% | -12.5% | -9.6% | -21.0% |
| 6M | -17.9% | -40.3% | +22.4% | -12.1% |
| YTD | -31.3% | -53.1% | +21.8% | -25.3% |
| 1Y | -24.0% | -54.3% | +30.3% | -17.2% |
| 3Y | +45.0% | -6.5% | +51.5% | +9.9% |
| 5Y | -22.6% | -85.3% | +62.6% | -21.3% |
| All | +274.8% | +68.6% | +206.3% | +112.6% |
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