+98.3%
CRS vs RUN
-46.2%
+144.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | -16.6% | -15.3% | -1.4% | -14.7% |
| 3M | -3.5% | -40.0% | +36.5% | +3.0% |
| 6M | +15.4% | -27.0% | +42.4% | +19.7% |
| YTD | +51.2% | -51.7% | +102.9% | +59.1% |
| 1Y | +98.3% | -45.9% | +144.2% | +100.5% |
| All | +98.3% | -46.2% | +144.5% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling