+208.8%
C vs RUN
+94.0%
+114.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.8% | +1.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.7% |
| 30D | -5.2% | +14.0% | -19.2% | -7.0% |
| 3M | -9.1% | -11.8% | +2.7% | -8.4% |
| 6M | -1.6% | -40.4% | +38.8% | +3.1% |
| YTD | +6.9% | -52.7% | +59.6% | +13.1% |
| 1Y | +23.0% | -52.5% | +75.5% | +29.7% |
| 3Y | +216.1% | -7.7% | +223.9% | +162.1% |
| 5Y | +112.2% | -83.9% | +196.1% | +112.5% |
| 10Y | +208.8% | +84.9% | +123.9% | +77.0% |
| All | +208.8% | +94.0% | +114.8% | +77.0% |
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