-19.1%
RUN vs CPB
-33.4%
+14.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.4% | -10.5% |
| 7D | +0.3% | +2.9% | -2.5% | +0.2% |
| 30D | +14.0% | +17.6% | -3.6% | +12.8% |
| 3M | -11.8% | +2.0% | -13.8% | -12.0% |
| 6M | -40.4% | +11.6% | -52.0% | -40.8% |
| YTD | -52.7% | -13.8% | -38.9% | -52.5% |
| 1Y | -52.5% | -21.6% | -31.0% | -52.1% |
| 3Y | -7.7% | -35.8% | +28.1% | -6.1% |
| 5Y | -83.9% | -33.3% | -50.6% | -83.6% |
| 10Y | +84.9% | -39.4% | +124.3% | +89.6% |
| All | -19.1% | -33.4% | +14.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling