+73.3%
RUN vs CPB
-38.9%
+112.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.1% |
| 7D | -13.5% | -1.6% | -12.0% | -13.4% |
| 30D | +18.3% | +19.2% | -0.9% | +17.2% |
| 3M | -12.5% | -0.9% | -11.5% | -12.6% |
| 6M | -40.3% | +15.2% | -55.6% | -40.8% |
| YTD | -53.1% | -13.1% | -40.0% | -53.0% |
| 1Y | -54.3% | -22.4% | -31.8% | -54.0% |
| 3Y | -6.5% | -35.3% | +28.8% | -5.4% |
| 5Y | -85.3% | -33.0% | -52.3% | -85.1% |
| All | +73.3% | -38.9% | +112.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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