+39.9%
CL vs RUN
-82.6%
+122.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +1.3% | +33.4% | -32.1% | +1.4% |
| 30D | +11.4% | +31.1% | -19.8% | +11.4% |
| 3M | +4.4% | +6.4% | -2.0% | +4.4% |
| 6M | +10.8% | -22.2% | +33.0% | +10.7% |
| YTD | +25.1% | -45.8% | +70.9% | +25.0% |
| 1Y | +28.0% | -51.1% | +79.1% | +27.8% |
| 3Y | +37.6% | -3.0% | +40.6% | +37.3% |
| All | +39.9% | -82.6% | +122.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling