+176.5%
CG vs RUN
-33.9%
+210.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.8% |
| 7D | +0.2% | -13.5% | +13.7% | +2.4% |
| 30D | +11.2% | +18.3% | -7.1% | +7.5% |
| 3M | -22.1% | -12.5% | -9.6% | -21.1% |
| 6M | -17.9% | -40.3% | +22.4% | -12.5% |
| YTD | -31.3% | -53.1% | +21.8% | -25.6% |
| 1Y | -24.0% | -54.3% | +30.3% | -17.6% |
| 3Y | +45.0% | -6.5% | +51.5% | +13.6% |
| 5Y | -22.6% | -85.3% | +62.6% | -21.8% |
| 10Y | +282.1% | +68.9% | +213.2% | +146.4% |
| All | +176.5% | -33.9% | +210.4% | +87.5% |
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