+77.2%
CME vs RUN
-80.3%
+157.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.1% |
| 7D | -2.9% | +10.2% | -13.0% | -2.8% |
| 30D | +5.5% | -9.6% | +15.1% | +5.5% |
| 3M | +11.0% | -31.5% | +42.5% | +10.9% |
| 6M | -9.7% | -18.7% | +9.0% | -9.8% |
| YTD | +4.9% | -49.9% | +54.8% | +4.8% |
| 1Y | +10.1% | -45.5% | +55.6% | +10.0% |
| 3Y | +53.5% | -34.1% | +87.6% | +52.2% |
| 5Y | +77.2% | -79.4% | +156.6% | +78.2% |
| All | +77.2% | -80.3% | +157.5% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling