-40.3%
RUN vs CAI
+43.5%
-83.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.3% |
| 7D | -13.5% | -8.7% | -4.8% | -13.5% |
| 30D | +18.3% | -23.8% | +42.1% | +16.3% |
| 3M | -12.5% | +3.9% | -16.4% | -17.9% |
| 6M | -40.3% | +56.8% | -97.2% | -48.2% |
| All | -40.3% | +43.5% | -83.8% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling