+303.4%
CME vs RUN
+68.6%
+234.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +3.9% | -13.5% | +17.5% | +4.3% |
| 30D | +11.3% | +18.3% | -7.0% | +10.8% |
| 3M | +19.6% | -12.5% | +32.0% | +19.8% |
| 6M | +8.1% | -40.3% | +48.4% | +9.2% |
| YTD | +20.4% | -53.1% | +73.5% | +21.9% |
| 1Y | +16.5% | -54.3% | +70.8% | +17.9% |
| 3Y | +66.4% | -6.5% | +72.9% | +54.7% |
| 5Y | +74.5% | -85.3% | +159.8% | +77.4% |
| All | +303.4% | +68.6% | +234.8% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling