+1,323.2%
CRS vs RUN
+42.2%
+1,281.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -6.8% | -3.7% | -3.0% | -6.2% |
| 30D | -16.1% | -13.0% | -3.1% | -14.3% |
| 3M | -21.2% | -31.8% | +10.6% | -16.4% |
| 6M | +8.7% | -32.2% | +40.9% | +14.6% |
| YTD | +41.0% | -53.5% | +94.5% | +54.5% |
| 1Y | +82.7% | -46.5% | +129.2% | +92.9% |
| 3Y | +604.8% | -37.6% | +642.4% | +471.7% |
| 5Y | +1,384.7% | -80.9% | +1,465.5% | +1,318.1% |
| All | +1,323.2% | +42.2% | +1,281.0% | +483.5% |
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 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