+45.0%
RUN vs CAI
-7.1%
+52.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.5% |
| 7D | +1.3% | -2.2% | +3.4% | +1.2% |
| 30D | -15.3% | +52.4% | -67.7% | -13.6% |
| 3M | -40.0% | +45.1% | -85.1% | -38.8% |
| 6M | -27.0% | +26.2% | -53.2% | -26.9% |
| YTD | -51.7% | -7.1% | -44.6% | -53.3% |
| 1Y | -45.9% | -31.0% | -14.9% | -50.0% |
| All | +45.0% | -7.1% | +52.2% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling