-2.9%
RUN vs CLBK
+65.5%
-68.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | -1.5% | -2.3% | -2.9% |
| 30D | -13.0% | -1.0% | -12.0% | -12.5% |
| 3M | -31.8% | +22.9% | -54.7% | -39.9% |
| 6M | -32.2% | +44.2% | -76.4% | -45.5% |
| YTD | -53.5% | +64.0% | -117.4% | -65.2% |
| 1Y | -46.5% | +65.7% | -112.2% | -60.7% |
| 3Y | -37.6% | +54.1% | -91.7% | -53.2% |
| 5Y | -80.9% | +44.7% | -125.5% | -86.7% |
| All | -2.9% | +65.5% | -68.4% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling