-17.5%
RUN vs CRL
+275.5%
-293.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.6% |
| 7D | +1.3% | -1.0% | +2.3% | +2.0% |
| 30D | -15.3% | +10.7% | -25.9% | -20.5% |
| 3M | -40.0% | +55.3% | -95.3% | -55.3% |
| 6M | -27.0% | +60.7% | -87.6% | -47.9% |
| YTD | -51.7% | +44.6% | -96.3% | -63.6% |
| 1Y | -45.9% | +77.7% | -123.6% | -64.7% |
| 3Y | -43.8% | +37.6% | -81.4% | -60.5% |
| 5Y | -80.5% | -35.8% | -44.7% | -77.6% |
| 10Y | +45.3% | +241.7% | -196.5% | -35.2% |
| All | -17.5% | +275.5% | -293.0% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling