-79.4%
RUN vs CPB
-38.5%
-40.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.6% |
| 7D | +10.2% | -8.2% | +18.4% | +10.8% |
| 30D | -9.6% | -5.6% | -4.0% | -9.3% |
| 3M | -31.5% | +3.0% | -34.5% | -31.6% |
| 6M | -18.7% | -12.7% | -6.0% | -18.4% |
| YTD | -49.9% | -18.0% | -31.9% | -49.6% |
| 1Y | -45.5% | -31.7% | -13.8% | -44.9% |
| 3Y | -34.1% | -41.0% | +6.9% | -33.2% |
| 5Y | -79.4% | -38.4% | -41.0% | -75.5% |
| All | -79.4% | -38.5% | -40.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling