+218.8%
CP vs RUN
-31.9%
+250.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +2.6% | -40.0% | +42.6% | +6.9% |
| 6M | +6.0% | -27.0% | +32.9% | +7.9% |
| YTD | +24.9% | -51.7% | +76.6% | +30.7% |
| 1Y | +20.1% | -45.9% | +66.0% | +23.1% |
| 3Y | +16.4% | -43.8% | +60.2% | +6.6% |
| 5Y | +31.7% | -80.5% | +112.2% | +27.3% |
| 10Y | +223.9% | +45.3% | +178.6% | +127.0% |
| All | +218.8% | -31.9% | +250.7% | +130.7% |
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