+207.2%
C vs RUN
+66.4%
+140.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +5.9% | +0.6% |
| 7D | +4.7% | -13.7% | +18.4% | +6.4% |
| 30D | +0.2% | +9.4% | -9.2% | -1.4% |
| 3M | -9.3% | -13.4% | +4.1% | -8.5% |
| 6M | -0.8% | -39.6% | +38.7% | +3.7% |
| YTD | +8.5% | -53.7% | +62.2% | +15.1% |
| 1Y | +23.1% | -56.2% | +79.3% | +31.1% |
| 3Y | +220.8% | -9.7% | +230.5% | +166.2% |
| 5Y | +112.4% | -85.5% | +197.9% | +116.6% |
| All | +207.2% | +66.4% | +140.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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