+189.2%
C vs RUN
-30.6%
+219.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.1% |
| 7D | -0.4% | +3.2% | -3.6% | -1.0% |
| 30D | -5.3% | +19.5% | -24.8% | -7.6% |
| 3M | -8.0% | -9.6% | +1.6% | -7.6% |
| 6M | -0.3% | -37.3% | +37.1% | +3.7% |
| YTD | +8.6% | -50.7% | +59.4% | +14.2% |
| 1Y | +25.8% | -54.1% | +79.9% | +33.0% |
| 3Y | +221.2% | -3.9% | +225.1% | +168.7% |
| 5Y | +113.6% | -84.4% | +197.9% | +113.8% |
| 10Y | +218.3% | +77.5% | +140.8% | +98.5% |
| All | +189.2% | -30.6% | +219.8% | +86.3% |
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 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