+45.2%
RUN vs CAPR
-77.3%
+122.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | +0.1% | -4.4% |
| 7D | -1.8% | -12.6% | +10.9% | -1.3% |
| 30D | -10.8% | +124.4% | -135.3% | -13.9% |
| 3M | -30.2% | -66.8% | +36.6% | -29.2% |
| 6M | -22.3% | -71.8% | +49.5% | -20.9% |
| YTD | -52.2% | -70.1% | +17.9% | -51.5% |
| 1Y | -45.1% | +33.3% | -78.4% | -51.9% |
| 3Y | -37.1% | +36.7% | -73.8% | -48.7% |
| 5Y | -80.3% | +72.5% | -152.7% | -84.5% |
| 10Y | +45.2% | -77.3% | +122.5% | +9.9% |
| All | +45.2% | -77.3% | +122.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling