+128.7%
CI vs RUN
-33.3%
+162.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.6% | +13.1% | +3.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +7.3% | +14.0% | -6.7% | +6.5% |
| 3M | +9.5% | -11.8% | +21.2% | +9.8% |
| 6M | +6.4% | -40.4% | +46.8% | +8.3% |
| YTD | +12.0% | -52.7% | +64.7% | +14.2% |
| 1Y | +20.1% | -52.5% | +72.6% | +22.3% |
| 3Y | +9.6% | -7.7% | +17.3% | +0.8% |
| 5Y | +52.7% | -83.9% | +136.6% | +52.3% |
| 10Y | +150.3% | +84.9% | +65.3% | +88.7% |
| All | +128.7% | -33.3% | +162.0% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling