+250.7%
CP vs RUN
+94.0%
+156.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.3% | +0.8% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | +11.0% | +14.0% | -3.0% | +9.3% |
| 3M | +3.8% | -11.8% | +15.6% | +4.6% |
| 6M | +9.5% | -40.4% | +49.9% | +13.8% |
| YTD | +28.2% | -52.7% | +80.9% | +34.1% |
| 1Y | +33.0% | -52.5% | +85.5% | +38.6% |
| 3Y | +35.5% | -7.7% | +43.3% | +16.2% |
| 5Y | +25.8% | -83.9% | +109.6% | +25.0% |
| 10Y | +250.7% | +84.9% | +165.8% | +122.6% |
| All | +250.7% | +94.0% | +156.7% | +122.6% |
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