+3.9%
CI vs RUN
-35.6%
+39.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.8% |
| 7D | -2.0% | +10.2% | -12.2% | -2.1% |
| 30D | -1.8% | -9.6% | +7.8% | -1.8% |
| 3M | -4.2% | -31.5% | +27.3% | -4.0% |
| 6M | +2.7% | -18.7% | +21.4% | +2.6% |
| YTD | +1.9% | -49.9% | +51.8% | +2.1% |
| 1Y | -6.3% | -45.5% | +39.3% | -6.2% |
| 3Y | +3.9% | -34.1% | +38.0% | +2.7% |
| All | +3.9% | -35.6% | +39.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling