-5.8%
CI vs RUN
-48.0%
+42.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.7% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | +0.5% | -10.8% | +11.3% | +0.2% |
| 3M | -5.2% | -30.2% | +25.0% | -5.9% |
| 6M | +4.3% | -22.3% | +26.7% | +3.6% |
| YTD | +2.8% | -52.2% | +55.0% | +1.1% |
| 1Y | -5.8% | -45.1% | +39.3% | -5.3% |
| All | -5.8% | -48.0% | +42.2% | -5.3% |
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