+20.1%
CI vs RUN
-52.5%
+72.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.6% | +13.1% | +2.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +7.3% | +14.0% | -6.7% | +7.2% |
| 3M | +9.5% | -11.8% | +21.2% | +9.2% |
| 6M | +6.4% | -40.4% | +46.8% | +6.2% |
| YTD | +12.0% | -52.7% | +64.7% | +10.1% |
| 1Y | +20.1% | -52.5% | +72.6% | +17.7% |
| All | +20.1% | -52.5% | +72.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling