+305.8%
CME vs RUN
+74.1%
+231.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.1% |
| 7D | +2.5% | +3.2% | -0.7% | +2.3% |
| 30D | +13.9% | +19.5% | -5.6% | +13.3% |
| 3M | +22.4% | -9.6% | +32.0% | +22.5% |
| 6M | +12.9% | -37.3% | +50.2% | +13.9% |
| YTD | +19.6% | -50.7% | +70.3% | +20.9% |
| 1Y | +17.7% | -54.1% | +71.8% | +19.2% |
| 3Y | +65.3% | -3.9% | +69.2% | +53.7% |
| 5Y | +75.1% | -84.4% | +159.5% | +77.8% |
| 10Y | +305.8% | +77.5% | +228.3% | +215.9% |
| All | +305.8% | +74.1% | +231.7% | +215.9% |
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