+208.1%
C vs RUN
-8.7%
+216.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.4% | +33.4% | -35.8% | -4.2% |
| 30D | -6.0% | +31.1% | -37.1% | -7.7% |
| 3M | -10.5% | +6.4% | -16.9% | -11.2% |
| 6M | -5.7% | -22.2% | +16.5% | -4.9% |
| YTD | +4.1% | -45.8% | +49.9% | +6.4% |
| 1Y | +20.5% | -51.1% | +71.6% | +23.5% |
| 3Y | +208.1% | -3.0% | +211.1% | +172.3% |
| All | +208.1% | -8.7% | +216.8% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling