+76.3%
CL vs RUN
+133.0%
-56.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.5% |
| 7D | +0.5% | +18.1% | -17.5% | +0.3% |
| 30D | +11.6% | +27.5% | -15.9% | +11.2% |
| 3M | +5.6% | -4.5% | +10.1% | +5.6% |
| 6M | +13.2% | -33.3% | +46.5% | +13.5% |
| YTD | +26.9% | -47.1% | +74.0% | +27.4% |
| 1Y | +27.3% | -43.1% | +70.5% | +27.6% |
| 3Y | +39.7% | -3.0% | +42.7% | +36.1% |
| 5Y | +41.3% | -82.6% | +123.9% | +42.2% |
| 10Y | +76.3% | +103.3% | -27.1% | +51.0% |
| All | +76.3% | +133.0% | -56.7% | +51.0% |
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