+604.8%
CRS vs RUN
-39.0%
+643.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -6.8% | -3.7% | -3.0% | -6.5% |
| 30D | -16.1% | -13.0% | -3.1% | -15.3% |
| 3M | -21.2% | -31.8% | +10.6% | -19.0% |
| 6M | +8.7% | -32.2% | +40.9% | +11.4% |
| YTD | +41.0% | -53.5% | +94.5% | +46.6% |
| 1Y | +82.7% | -46.5% | +129.2% | +87.7% |
| 3Y | +604.8% | -37.6% | +642.4% | +531.9% |
| All | +604.8% | -39.0% | +643.8% | +531.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling