-34.1%
RUN vs CPB
-40.5%
+6.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.3% |
| 7D | +10.2% | -8.2% | +18.4% | +12.5% |
| 30D | -9.6% | -5.6% | -4.0% | -8.4% |
| 3M | -31.5% | +3.0% | -34.5% | -32.4% |
| 6M | -18.7% | -12.7% | -6.0% | -16.3% |
| YTD | -49.9% | -18.0% | -31.9% | -47.5% |
| 1Y | -45.5% | -31.7% | -13.8% | -39.9% |
| 3Y | -34.1% | -41.0% | +6.9% | -18.5% |
| All | -34.1% | -40.5% | +6.4% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling