+226.5%
CG vs RUN
-31.9%
+258.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -4.3% | +1.3% | -5.6% | -4.5% |
| 30D | -5.1% | -15.3% | +10.2% | -2.8% |
| 3M | +8.7% | -40.0% | +48.7% | +16.8% |
| 6M | -9.2% | -27.0% | +17.7% | -6.3% |
| YTD | -18.9% | -51.7% | +32.8% | -11.9% |
| 1Y | -25.6% | -45.9% | +20.3% | -21.8% |
| 3Y | +57.3% | -43.8% | +101.0% | +35.9% |
| 5Y | +10.2% | -80.5% | +90.6% | +6.8% |
| 10Y | +364.2% | +45.3% | +319.0% | +203.4% |
| All | +226.5% | -31.9% | +258.5% | +122.0% |
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