+3,038.3%
CLS vs RUN
+43.6%
+2,994.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.8% |
| 7D | +20.1% | -1.8% | +21.9% | +20.4% |
| 30D | +6.0% | -10.8% | +16.9% | +7.6% |
| 3M | -10.3% | -30.2% | +19.9% | -5.8% |
| 6M | +24.5% | -22.3% | +46.8% | +28.4% |
| YTD | +12.9% | -52.2% | +65.0% | +22.2% |
| 1Y | +36.7% | -45.1% | +81.8% | +45.2% |
| 3Y | +1,328.1% | -37.1% | +1,365.2% | +1,165.4% |
| 5Y | +3,682.3% | -80.3% | +3,762.6% | +3,636.2% |
| 10Y | +3,038.3% | +45.2% | +2,993.1% | +1,777.0% |
| All | +3,038.3% | +43.6% | +2,994.7% | +1,777.0% |
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