+5.5%
CG vs RUN
-80.3%
+85.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.3% |
| 7D | -6.4% | -1.8% | -4.6% | -6.2% |
| 30D | -7.1% | -10.8% | +3.8% | -5.5% |
| 3M | -1.6% | -30.2% | +28.6% | +3.3% |
| 6M | -8.3% | -22.3% | +14.0% | -6.4% |
| YTD | -23.8% | -52.2% | +28.4% | -17.1% |
| 1Y | -28.7% | -45.1% | +16.4% | -25.0% |
| 3Y | +49.2% | -37.1% | +86.3% | +21.9% |
| 5Y | +5.5% | -80.3% | +85.8% | +2.7% |
| All | +5.5% | -80.3% | +85.8% | +2.7% |
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 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