-53.9%
RUN vs CLBK
+65.7%
-119.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +18.5% | +4.6% | +13.9% | +16.0% |
| 30D | +15.5% | -1.5% | +17.0% | +16.2% |
| 3M | -20.3% | +4.4% | -24.7% | -22.0% |
| 6M | -30.8% | +31.7% | -62.5% | -41.4% |
| YTD | -52.2% | +58.7% | -110.9% | -61.0% |
| 1Y | -53.9% | +64.9% | -118.7% | -61.9% |
| All | -53.9% | +65.7% | -119.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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