+1,770.4%
CLS vs RUN
+67.2%
+1,703.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +2.0% |
| 7D | -13.9% | +0.3% | -14.2% | -14.4% |
| 30D | -38.2% | +14.0% | -52.2% | -39.8% |
| 3M | -28.8% | -11.8% | -17.1% | -28.3% |
| 6M | -40.4% | -40.4% | 0.0% | -36.5% |
| YTD | -24.3% | -52.7% | +28.4% | -18.5% |
| 1Y | -35.0% | -52.5% | +17.5% | -30.0% |
| 3Y | +778.7% | -7.7% | +786.4% | +627.7% |
| 5Y | +1,884.8% | -83.9% | +1,968.7% | +1,933.5% |
| All | +1,770.4% | +67.2% | +1,703.2% | +958.3% |
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