+111.9%
CI vs RUN
-31.9%
+143.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | +1.3% | +0.1% | +1.2% |
| 30D | +4.4% | -15.3% | +19.7% | +5.1% |
| 3M | +0.7% | -40.0% | +40.7% | +2.7% |
| 6M | +0.3% | -27.0% | +27.3% | +1.1% |
| YTD | +3.8% | -51.7% | +55.5% | +6.0% |
| 1Y | -5.5% | -45.9% | +40.4% | -4.5% |
| 3Y | +8.1% | -43.8% | +51.9% | +2.7% |
| 5Y | +42.8% | -80.5% | +123.3% | +40.2% |
| 10Y | +143.9% | +45.3% | +98.6% | +85.7% |
| All | +111.9% | -31.9% | +143.9% | +61.7% |
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 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