-7.3%
RUN vs CAPR
-80.3%
+73.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.5% | +0.9% |
| 7D | +33.4% | +41.1% | -7.6% | +31.6% |
| 30D | +31.1% | +11.1% | +20.0% | +30.5% |
| 3M | +6.4% | +115.3% | -108.9% | +2.4% |
| 6M | -22.2% | -73.8% | +51.6% | -20.5% |
| YTD | -45.8% | -68.8% | +23.1% | -45.1% |
| 1Y | -51.1% | +43.3% | -94.4% | -57.9% |
| 3Y | -3.0% | +214.7% | -217.7% | -26.0% |
| 5Y | -82.2% | +141.3% | -223.5% | -86.6% |
| 10Y | +111.9% | -67.0% | +178.9% | +40.2% |
| All | -7.3% | -80.3% | +73.0% | -36.5% |
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