-17.5%
RUN vs CAPR
-79.5%
+62.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.3% | -2.0% | +3.2% | +1.3% |
| 30D | -15.3% | +139.2% | -154.4% | -18.6% |
| 3M | -40.0% | -66.4% | +26.4% | -39.1% |
| 6M | -27.0% | -63.1% | +36.2% | -26.3% |
| YTD | -51.7% | -67.4% | +15.7% | -51.1% |
| 1Y | -45.9% | +58.2% | -104.1% | -53.6% |
| 3Y | -43.8% | +42.2% | -86.0% | -55.0% |
| 5Y | -80.5% | +87.3% | -167.7% | -85.0% |
| 10Y | +45.3% | -75.3% | +120.5% | +1.6% |
| All | -17.5% | -79.5% | +62.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling