-56.2%
RUN vs CRL
+97.0%
-153.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -5.9% |
| 7D | -13.7% | +8.9% | -22.6% | -15.4% |
| 30D | +9.4% | +14.0% | -4.6% | +4.0% |
| 3M | -13.4% | +19.8% | -33.3% | -19.2% |
| 6M | -39.6% | +102.0% | -141.6% | -54.6% |
| YTD | -53.7% | +70.8% | -124.5% | -64.1% |
| 1Y | -56.2% | +98.7% | -154.9% | -68.0% |
| All | -56.2% | +97.0% | -153.1% | -68.0% |
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