-80.7%
RUN vs CLBK
+41.8%
-122.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -14.0% | +4.5% | -18.5% | -15.9% |
| 3M | -27.5% | +22.8% | -50.3% | -34.7% |
| 6M | -29.0% | +43.4% | -72.4% | -40.6% |
| YTD | -53.1% | +64.1% | -117.2% | -63.1% |
| 1Y | -46.7% | +67.6% | -114.3% | -58.8% |
| 3Y | -38.3% | +53.3% | -91.6% | -51.2% |
| 5Y | -80.7% | +44.8% | -125.5% | -86.9% |
| All | -80.7% | +41.8% | -122.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling