-54.3%
RUN vs CLBK
+63.8%
-118.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -13.5% | +0.9% | -14.4% | -13.8% |
| 30D | +18.3% | +3.4% | +14.9% | +16.5% |
| 3M | -12.5% | -4.3% | -8.2% | -11.0% |
| 6M | -40.3% | +28.4% | -68.7% | -48.4% |
| YTD | -53.1% | +59.4% | -112.5% | -61.1% |
| 1Y | -54.3% | +64.8% | -119.1% | -61.2% |
| All | -54.3% | +63.8% | -118.1% | -61.2% |
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