-46.5%
RUN vs CAI
-26.7%
-19.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.8% |
| 7D | -3.7% | -2.9% | -0.8% | -3.7% |
| 30D | -13.0% | +9.3% | -22.4% | -13.1% |
| 3M | -31.8% | +35.2% | -67.0% | -31.4% |
| 6M | -32.2% | +30.7% | -62.9% | -32.7% |
| YTD | -53.5% | -9.8% | -43.7% | -55.4% |
| 1Y | -46.5% | -28.9% | -17.7% | -49.4% |
| All | -46.5% | -26.7% | -19.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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