+402.8%
CME vs RUN
-34.8%
+437.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +5.9% | 0.0% |
| 7D | +2.7% | -13.7% | +16.4% | +3.0% |
| 30D | +13.5% | +9.4% | +4.1% | +13.1% |
| 3M | +20.9% | -13.4% | +34.3% | +21.1% |
| 6M | +11.5% | -39.6% | +51.1% | +12.6% |
| YTD | +19.5% | -53.7% | +73.2% | +20.9% |
| 1Y | +17.2% | -56.2% | +73.4% | +18.8% |
| 3Y | +65.1% | -9.7% | +74.9% | +55.0% |
| 5Y | +73.1% | -85.5% | +158.6% | +74.6% |
| 10Y | +305.3% | +66.7% | +238.6% | +237.8% |
| All | +402.8% | -34.8% | +437.5% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling