+45.6%
C vs RUN
-49.0%
+94.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | +3.2% | +10.2% | -7.0% | +1.9% |
| 30D | +1.3% | -9.6% | +10.9% | +2.4% |
| 3M | +3.1% | -31.5% | +34.6% | +7.3% |
| 6M | +29.6% | -18.7% | +48.3% | +30.8% |
| YTD | +19.0% | -49.9% | +68.8% | +26.1% |
| 1Y | +45.6% | -45.5% | +91.2% | +55.7% |
| All | +45.6% | -49.0% | +94.7% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling