+71.1%
RUN vs CAPR
-63.2%
+134.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.7% | +2.7% | -5.7% |
| 7D | -13.7% | +19.1% | -32.7% | -14.3% |
| 30D | +9.4% | +48.8% | -39.5% | +7.7% |
| 3M | -13.4% | +144.4% | -157.8% | -16.8% |
| 6M | -39.6% | -67.5% | +27.9% | -38.8% |
| YTD | -53.7% | -64.5% | +10.8% | -53.4% |
| 1Y | -56.2% | +74.4% | -130.6% | -62.1% |
| 3Y | -9.7% | +265.7% | -275.5% | -29.9% |
| 5Y | -85.5% | +196.0% | -281.4% | -88.9% |
| All | +71.1% | -63.2% | +134.2% | +16.2% |
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