+66.4%
CL vs RUN
-31.9%
+98.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | -2.2% | +1.3% | -3.4% | -2.2% |
| 30D | -4.8% | -15.3% | +10.4% | -4.7% |
| 3M | +4.9% | -40.0% | +44.9% | +5.5% |
| 6M | -5.7% | -27.0% | +21.2% | -5.5% |
| YTD | +14.4% | -51.7% | +66.1% | +15.1% |
| 1Y | +8.7% | -45.9% | +54.6% | +9.0% |
| 3Y | +30.0% | -43.8% | +73.7% | +27.6% |
| 5Y | +28.4% | -80.5% | +108.8% | +27.9% |
| 10Y | +50.1% | +45.3% | +4.8% | +31.2% |
| All | +66.4% | -31.9% | +98.3% | +46.4% |
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 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