-19.1%
RUN vs CAPR
-80.6%
+61.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.9% | -0.6% | -10.2% |
| 7D | +0.3% | +7.6% | -7.3% | 0.0% |
| 30D | +14.0% | +13.3% | +0.7% | +13.3% |
| 3M | -11.8% | +130.4% | -142.1% | -15.3% |
| 6M | -40.4% | -70.8% | +30.4% | -39.3% |
| YTD | -52.7% | -69.3% | +16.6% | -52.0% |
| 1Y | -52.5% | +59.5% | -112.1% | -59.4% |
| 3Y | -7.7% | +216.8% | -224.5% | -29.6% |
| 5Y | -83.9% | +152.7% | -236.6% | -87.9% |
| 10Y | +84.9% | -68.2% | +153.1% | +23.0% |
| All | -19.1% | -80.6% | +61.5% | -44.6% |
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