+77.5%
RUN vs CRL
+358.0%
-280.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.7% |
| 7D | +3.2% | +5.0% | -1.8% | -0.5% |
| 30D | +19.5% | +13.5% | +6.0% | +8.1% |
| 3M | -9.6% | +21.5% | -31.1% | -22.3% |
| 6M | -37.3% | +103.4% | -140.7% | -62.6% |
| YTD | -50.7% | +71.8% | -122.5% | -68.0% |
| 1Y | -54.1% | +97.5% | -151.6% | -73.0% |
| 3Y | -3.9% | +99.2% | -103.2% | -50.6% |
| 5Y | -84.4% | -12.1% | -72.3% | -85.4% |
| 10Y | +77.5% | +359.2% | -281.7% | -40.3% |
| All | +77.5% | +358.0% | -280.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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