-80.3%
RUN vs CRL
-37.6%
-42.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.1% |
| 7D | -1.8% | -4.6% | +2.8% | +0.8% |
| 30D | -10.8% | +0.5% | -11.3% | -11.1% |
| 3M | -30.2% | +46.6% | -76.8% | -45.1% |
| 6M | -22.3% | +57.3% | -79.6% | -42.5% |
| YTD | -52.2% | +39.5% | -91.7% | -62.4% |
| 1Y | -45.1% | +76.9% | -122.0% | -63.1% |
| 3Y | -37.1% | +39.4% | -76.5% | -55.1% |
| 5Y | -80.3% | -37.2% | -43.1% | -80.2% |
| All | -80.3% | -37.6% | -42.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling