-46.5%
RUN vs CRL
+80.5%
-127.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | -3.7% | -3.5% | -0.2% | -2.6% |
| 30D | -13.0% | -2.1% | -10.9% | -12.4% |
| 3M | -31.8% | +48.0% | -79.8% | -42.0% |
| 6M | -32.2% | +64.7% | -97.0% | -45.6% |
| YTD | -53.5% | +39.5% | -93.0% | -60.5% |
| 1Y | -46.5% | +74.2% | -120.7% | -57.9% |
| All | -46.5% | +80.5% | -127.1% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling