+41.1%
CI vs RUN
-80.3%
+121.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.4% |
| 7D | -2.6% | +10.2% | -12.7% | -2.7% |
| 30D | -2.4% | -9.6% | +7.3% | -2.2% |
| 3M | -4.8% | -31.5% | +26.7% | -4.3% |
| 6M | +2.1% | -18.7% | +20.8% | +2.2% |
| YTD | +1.4% | -49.9% | +51.2% | +2.0% |
| 1Y | -6.8% | -45.5% | +38.7% | -6.5% |
| 3Y | +3.3% | -34.1% | +37.4% | +0.8% |
| 5Y | +41.1% | -79.4% | +120.5% | +38.4% |
| All | +41.1% | -80.3% | +121.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling