+1,391.5%
CRS vs RUN
-29.4%
+1,420.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -4.1% |
| 7D | -3.1% | +10.2% | -13.2% | -4.7% |
| 30D | -19.6% | -9.6% | -10.0% | -18.5% |
| 3M | -8.1% | -31.5% | +23.4% | -3.1% |
| 6M | +18.6% | -18.7% | +37.3% | +21.1% |
| YTD | +45.9% | -49.9% | +95.8% | +57.1% |
| 1Y | +82.5% | -45.5% | +128.0% | +91.6% |
| 3Y | +648.9% | -34.1% | +683.0% | +518.0% |
| 5Y | +1,438.1% | -79.4% | +1,517.6% | +1,358.3% |
| 10Y | +1,327.0% | +48.9% | +1,278.0% | +680.4% |
| All | +1,391.5% | -29.4% | +1,420.9% | +728.5% |
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