+45.2%
RUN vs CPB
-44.2%
+89.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.6% |
| 7D | -1.8% | -8.0% | +6.2% | -1.3% |
| 30D | -10.8% | -2.4% | -8.4% | -10.7% |
| 3M | -30.2% | +0.5% | -30.7% | -30.2% |
| 6M | -22.3% | -10.5% | -11.9% | -22.1% |
| YTD | -52.2% | -17.5% | -34.6% | -51.8% |
| 1Y | -45.1% | -31.0% | -14.1% | -44.3% |
| 3Y | -37.1% | -40.6% | +3.5% | -36.0% |
| 5Y | -80.3% | -37.7% | -42.5% | -79.9% |
| 10Y | +45.2% | -43.4% | +88.6% | +45.8% |
| All | +45.2% | -44.2% | +89.4% | +45.8% |
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