+240.8%
CRM vs RUN
-33.9%
+274.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.3% |
| 7D | -8.1% | -3.4% | -4.7% | -7.8% |
| 30D | +23.1% | -14.0% | +37.0% | +24.9% |
| 3M | +42.5% | -27.5% | +70.0% | +46.5% |
| 6M | +25.3% | -29.0% | +54.3% | +28.0% |
| YTD | -7.8% | -53.1% | +45.3% | -2.6% |
| 1Y | +1.0% | -46.7% | +47.8% | +4.3% |
| 3Y | +10.0% | -38.3% | +48.3% | -4.1% |
| 5Y | -3.9% | -80.7% | +76.8% | -7.2% |
| 10Y | +233.2% | +42.4% | +190.7% | +134.4% |
| All | +240.8% | -33.9% | +274.8% | +146.5% |
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