+233.3%
CP vs RUN
+43.6%
+189.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | -0.5% | -10.8% | +10.4% | +0.5% |
| 3M | +0.1% | -30.2% | +30.2% | +3.1% |
| 6M | +7.8% | -22.3% | +30.1% | +9.2% |
| YTD | +22.9% | -52.2% | +75.0% | +28.9% |
| 1Y | +21.3% | -45.1% | +66.4% | +24.3% |
| 3Y | +20.4% | -37.1% | +57.5% | +7.8% |
| 5Y | +34.9% | -80.3% | +115.2% | +30.1% |
| 10Y | +233.3% | +45.2% | +188.1% | +108.9% |
| All | +233.3% | +43.6% | +189.8% | +108.9% |
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 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