+1,401.6%
CRS vs RUN
-81.3%
+1,482.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -4.1% | -3.4% | -0.8% | -3.8% |
| 30D | -16.6% | -14.0% | -2.6% | -15.2% |
| 3M | -14.3% | -27.5% | +13.2% | -11.4% |
| 6M | +11.6% | -29.0% | +40.6% | +15.2% |
| YTD | +42.6% | -53.1% | +95.7% | +51.5% |
| 1Y | +81.8% | -46.7% | +128.5% | +89.1% |
| 3Y | +632.1% | -38.3% | +670.4% | +538.5% |
| 5Y | +1,401.6% | -80.7% | +1,482.3% | +1,386.4% |
| All | +1,401.6% | -81.3% | +1,482.9% | +1,386.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling