+141.0%
CI vs RUN
+43.6%
+97.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.1% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | +0.5% | -10.8% | +11.3% | +0.9% |
| 3M | -5.2% | -30.2% | +25.0% | -3.9% |
| 6M | +4.3% | -22.3% | +26.7% | +4.8% |
| YTD | +2.8% | -52.2% | +55.0% | +5.0% |
| 1Y | -5.8% | -45.1% | +39.3% | -4.9% |
| 3Y | +4.7% | -37.1% | +41.8% | -1.7% |
| 5Y | +42.7% | -80.3% | +123.0% | +40.1% |
| 10Y | +141.0% | +45.2% | +95.7% | +68.8% |
| All | +141.0% | +43.6% | +97.4% | +68.8% |
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