+33.0%
CP vs RUN
-52.5%
+85.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.3% | +0.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +11.0% | +14.0% | -3.0% | +9.9% |
| 3M | +3.8% | -11.8% | +15.6% | +4.2% |
| 6M | +9.5% | -40.4% | +49.9% | +11.8% |
| YTD | +28.2% | -52.7% | +80.9% | +28.6% |
| 1Y | +33.0% | -52.5% | +85.5% | +33.0% |
| All | +33.0% | -52.5% | +85.4% | +33.0% |
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