+280.6%
CME vs RUN
+43.6%
+237.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | -0.6% | -1.8% | +1.1% | -0.6% |
| 30D | +4.7% | -10.8% | +15.5% | +4.9% |
| 3M | +7.8% | -30.2% | +38.0% | +8.6% |
| 6M | -11.0% | -22.3% | +11.3% | -10.8% |
| YTD | +4.0% | -52.2% | +56.2% | +5.3% |
| 1Y | +9.1% | -45.1% | +54.2% | +9.7% |
| 3Y | +52.3% | -37.1% | +89.4% | +45.3% |
| 5Y | +76.1% | -80.3% | +156.4% | +74.4% |
| 10Y | +280.6% | +45.2% | +235.4% | +209.0% |
| All | +280.6% | +43.6% | +237.0% | +209.0% |
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