-7.7%
RUN vs CRL
+102.9%
-110.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.1% | -8.4% | -9.7% |
| 7D | +0.3% | -1.7% | +2.1% | +0.6% |
| 30D | +14.0% | +14.6% | -0.6% | +6.2% |
| 3M | -11.8% | +24.8% | -36.6% | -21.1% |
| 6M | -40.4% | +94.7% | -135.1% | -57.4% |
| YTD | -52.7% | +73.4% | -126.0% | -64.8% |
| 1Y | -52.5% | +104.7% | -157.2% | -67.5% |
| 3Y | -7.7% | +101.1% | -108.8% | -63.1% |
| All | -7.7% | +102.9% | -110.6% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling