+17.7%
CME vs RUN
-50.6%
+68.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.5% |
| 7D | +2.5% | +3.2% | -0.7% | +2.8% |
| 30D | +13.9% | +19.5% | -5.6% | +15.5% |
| 3M | +22.4% | -9.6% | +32.0% | +22.1% |
| 6M | +12.9% | -37.3% | +50.2% | +11.5% |
| YTD | +19.6% | -50.7% | +70.3% | +18.5% |
| 1Y | +17.7% | -54.1% | +71.8% | +17.2% |
| All | +17.7% | -50.6% | +68.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling