-17.9%
CLS vs RUN
-55.1%
+37.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +16.3% | -13.5% | +29.8% | +19.7% |
| 30D | -25.7% | +18.3% | -44.0% | -30.1% |
| 3M | -30.9% | -12.5% | -18.4% | -29.6% |
| 6M | -35.5% | -40.3% | +4.8% | -27.9% |
| YTD | -18.7% | -53.1% | +34.4% | -10.0% |
| 1Y | -17.9% | -54.3% | +36.4% | -6.9% |
| All | -17.9% | -55.1% | +37.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling