+177.2%
C vs RUN
-23.6%
+200.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.4% | +33.4% | -35.8% | -5.7% |
| 30D | -6.0% | +31.1% | -37.1% | -9.1% |
| 3M | -10.5% | +6.4% | -16.9% | -11.7% |
| 6M | -5.7% | -22.2% | +16.5% | -4.3% |
| YTD | +4.1% | -45.8% | +49.9% | +8.4% |
| 1Y | +20.5% | -51.1% | +71.6% | +26.3% |
| 3Y | +208.1% | -3.0% | +211.1% | +158.3% |
| 5Y | +110.4% | -82.2% | +192.7% | +107.3% |
| 10Y | +234.6% | +111.9% | +122.7% | +105.1% |
| All | +177.2% | -23.6% | +200.8% | +76.8% |
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