+218.9%
C vs RUN
-31.9%
+250.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.6% | +1.3% | +2.4% | +3.5% |
| 30D | +0.1% | -15.3% | +15.3% | +1.7% |
| 3M | +2.4% | -40.0% | +42.4% | +7.8% |
| 6M | +24.9% | -27.0% | +51.9% | +27.9% |
| YTD | +19.8% | -51.7% | +71.5% | +26.9% |
| 1Y | +44.9% | -45.9% | +90.8% | +50.1% |
| 3Y | +263.0% | -43.8% | +306.7% | +226.9% |
| 5Y | +129.5% | -80.5% | +210.0% | +121.6% |
| 10Y | +291.6% | +45.3% | +246.3% | +149.2% |
| All | +218.9% | -31.9% | +250.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling