-15.8%
RUN vs CPB
-34.2%
+18.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.2% |
| 7D | +3.2% | -4.1% | +7.3% | +3.5% |
| 30D | +19.5% | +16.9% | +2.6% | +18.3% |
| 3M | -9.6% | -0.6% | -9.0% | -9.6% |
| 6M | -37.3% | +11.4% | -48.7% | -37.8% |
| YTD | -50.7% | -14.8% | -35.9% | -50.4% |
| 1Y | -54.1% | -24.8% | -29.3% | -53.6% |
| 3Y | -3.9% | -36.6% | +32.7% | -2.2% |
| 5Y | -84.4% | -33.3% | -51.1% | -84.2% |
| 10Y | +77.5% | -40.4% | +117.9% | +82.2% |
| All | -15.8% | -34.2% | +18.4% | -17.3% |
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