-2.2%
RUN vs CLBK
+60.9%
-63.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -13.5% | +0.9% | -14.4% | -14.0% |
| 30D | +18.3% | +3.4% | +14.9% | +16.0% |
| 3M | -12.5% | -4.3% | -8.2% | -10.4% |
| 6M | -40.3% | +28.4% | -68.7% | -48.9% |
| YTD | -53.1% | +59.4% | -112.5% | -64.4% |
| 1Y | -54.3% | +64.8% | -119.1% | -66.1% |
| 3Y | -6.5% | +50.6% | -57.1% | -29.4% |
| 5Y | -85.3% | +28.3% | -113.6% | -88.9% |
| All | -2.2% | +60.9% | -63.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling