+9.1%
CME vs RUN
-48.0%
+57.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -1.1% |
| 7D | -0.6% | -1.8% | +1.1% | -0.7% |
| 30D | +4.7% | -10.8% | +15.5% | +4.2% |
| 3M | +7.8% | -30.2% | +38.0% | +6.4% |
| 6M | -11.0% | -22.3% | +11.3% | -11.8% |
| YTD | +4.0% | -52.2% | +56.2% | +2.8% |
| 1Y | +9.1% | -45.1% | +54.2% | +9.4% |
| All | +9.1% | -48.0% | +57.1% | +9.4% |
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