+1,733.4%
CLS vs RUN
-30.6%
+1,763.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +8.0% |
| 7D | +2.8% | +3.2% | -0.4% | +1.9% |
| 30D | -30.1% | +19.5% | -49.6% | -32.2% |
| 3M | -21.7% | -9.6% | -12.2% | -21.4% |
| 6M | -36.2% | -37.3% | +1.1% | -32.9% |
| YTD | -17.8% | -50.7% | +32.9% | -12.6% |
| 1Y | -26.8% | -54.1% | +27.3% | -21.4% |
| 3Y | +853.4% | -3.9% | +857.3% | +711.3% |
| 5Y | +2,005.0% | -84.4% | +2,089.4% | +2,046.1% |
| 10Y | +1,929.4% | +77.5% | +1,851.9% | +1,375.6% |
| All | +1,733.4% | -30.6% | +1,763.9% | +1,232.7% |
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