-79.4%
RUN vs CAPR
+87.6%
-167.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +3.8% |
| 7D | +10.2% | -9.5% | +19.6% | +10.4% |
| 30D | -9.6% | +121.5% | -131.1% | -11.9% |
| 3M | -31.5% | -65.4% | +33.9% | -30.9% |
| 6M | -18.7% | -67.5% | +48.8% | -17.9% |
| YTD | -49.9% | -68.6% | +18.7% | -49.4% |
| 1Y | -45.5% | +42.7% | -88.2% | -50.8% |
| 3Y | -34.1% | +43.4% | -77.5% | -53.2% |
| 5Y | -79.4% | +86.0% | -165.5% | -88.9% |
| All | -79.4% | +87.6% | -167.0% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling