-83.9%
RUN vs CRL
-9.4%
-74.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.1% | -8.4% | -9.4% |
| 7D | +0.3% | -1.7% | +2.1% | +0.5% |
| 30D | +14.0% | +14.6% | -0.6% | +3.7% |
| 3M | -11.8% | +24.8% | -36.6% | -24.1% |
| 6M | -40.4% | +94.7% | -135.1% | -61.7% |
| YTD | -52.7% | +73.4% | -126.0% | -68.1% |
| 1Y | -52.5% | +104.7% | -157.2% | -71.2% |
| 3Y | -7.7% | +101.1% | -108.8% | -50.5% |
| 5Y | -83.9% | -10.8% | -73.1% | -83.3% |
| All | -83.9% | -9.4% | -74.5% | -83.3% |
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