+228.0%
CP vs RUN
-25.4%
+253.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | +2.8% | +18.1% | -15.3% | +1.1% |
| 30D | +11.3% | +27.5% | -16.2% | +8.6% |
| 3M | +2.9% | -4.5% | +7.4% | +2.9% |
| 6M | +9.8% | -33.3% | +43.1% | +12.8% |
| YTD | +28.5% | -47.1% | +75.6% | +32.8% |
| 1Y | +33.5% | -43.1% | +76.6% | +36.7% |
| 3Y | +31.9% | -3.0% | +34.9% | +14.3% |
| 5Y | +25.5% | -82.6% | +108.1% | +23.4% |
| 10Y | +257.6% | +103.3% | +154.2% | +144.6% |
| All | +228.0% | -25.4% | +253.4% | +134.5% |
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