+73.3%
RUN vs CRL
+350.3%
-277.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | -13.5% | +0.1% | -13.7% | -13.6% |
| 30D | +18.3% | +11.9% | +6.4% | +8.0% |
| 3M | -12.5% | +20.2% | -32.6% | -24.2% |
| 6M | -40.3% | +107.5% | -147.9% | -64.8% |
| YTD | -53.1% | +69.4% | -122.5% | -69.3% |
| 1Y | -54.3% | +99.7% | -154.0% | -73.3% |
| 3Y | -6.5% | +98.8% | -105.3% | -51.9% |
| 5Y | -85.3% | -12.4% | -72.9% | -86.2% |
| All | +73.3% | +350.3% | -277.0% | -41.3% |
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