+216.0%
C vs RUN
-7.3%
+223.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +4.2% | -13.5% | +17.7% | +5.0% |
| 30D | +2.0% | +18.3% | -16.3% | +0.6% |
| 3M | -10.1% | -12.5% | +2.4% | -9.7% |
| 6M | +1.0% | -40.3% | +41.3% | +3.5% |
| YTD | +8.5% | -53.1% | +61.6% | +11.8% |
| 1Y | +25.7% | -54.3% | +80.0% | +29.7% |
| 3Y | +216.0% | -6.5% | +222.5% | +177.6% |
| All | +216.0% | -7.3% | +223.3% | +177.6% |
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