+57.3%
CL vs RUN
+43.6%
+13.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -2.3% |
| 30D | -5.5% | -10.8% | +5.3% | -5.4% |
| 3M | +0.8% | -30.2% | +31.0% | +1.2% |
| 6M | -4.2% | -22.3% | +18.1% | -4.1% |
| YTD | +13.4% | -52.2% | +65.6% | +14.0% |
| 1Y | +7.1% | -45.1% | +52.2% | +7.2% |
| 3Y | +29.0% | -37.1% | +66.1% | +26.5% |
| 5Y | +28.3% | -80.3% | +108.6% | +28.0% |
| 10Y | +57.3% | +45.2% | +12.1% | +34.7% |
| All | +57.3% | +43.6% | +13.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling