+21.2%
CP vs RUN
-38.9%
+60.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +1.3% | -3.9% | -2.8% |
| 30D | +0.2% | -15.3% | +15.4% | +1.1% |
| 3M | +2.6% | -40.0% | +42.6% | +5.6% |
| 6M | +6.0% | -27.0% | +32.9% | +7.3% |
| YTD | +24.9% | -51.7% | +76.6% | +28.8% |
| 1Y | +20.1% | -45.9% | +66.0% | +22.0% |
| All | +21.2% | -38.9% | +60.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling