-35.9%
RUN vs CRL
+38.7%
-74.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | -1.8% | -4.6% | +2.8% | +0.3% |
| 30D | -10.8% | +0.5% | -11.3% | -11.0% |
| 3M | -30.2% | +46.6% | -76.8% | -42.9% |
| 6M | -22.3% | +57.3% | -79.6% | -39.6% |
| YTD | -52.2% | +39.5% | -91.7% | -60.8% |
| 1Y | -45.1% | +76.9% | -122.0% | -60.5% |
| All | -35.9% | +38.7% | -74.5% | -57.8% |
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