+123.0%
CI vs RUN
-25.4%
+148.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +0.1% | +18.1% | -17.9% | -0.6% |
| 30D | +4.7% | +27.5% | -22.8% | +3.4% |
| 3M | +5.2% | -4.5% | +9.7% | +5.2% |
| 6M | +3.8% | -33.3% | +37.1% | +5.1% |
| YTD | +9.2% | -47.1% | +56.3% | +10.9% |
| 1Y | +14.3% | -43.1% | +57.4% | +15.4% |
| 3Y | +8.4% | -3.0% | +11.4% | -0.3% |
| 5Y | +50.0% | -82.6% | +132.7% | +49.5% |
| 10Y | +142.2% | +103.3% | +38.9% | +81.9% |
| All | +123.0% | -25.4% | +148.4% | +69.1% |
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