+238.9%
CRM vs RUN
+42.2%
+196.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.0% |
| 7D | -4.4% | -3.7% | -0.7% | -4.1% |
| 30D | +28.1% | -13.0% | +41.1% | +30.0% |
| 3M | +48.8% | -31.8% | +80.6% | +54.4% |
| 6M | +28.3% | -32.2% | +60.5% | +32.0% |
| YTD | -6.0% | -53.5% | +47.5% | -0.2% |
| 1Y | +1.4% | -46.5% | +48.0% | +4.9% |
| 3Y | +11.8% | -37.6% | +49.5% | -4.5% |
| 5Y | -2.0% | -80.9% | +78.8% | -5.5% |
| All | +238.9% | +42.2% | +196.7% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling