+17.1%
CME vs COO
-9.4%
+26.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +0.9% | +4.7% | -3.8% | +0.6% |
| 30D | +13.2% | +13.9% | -0.7% | +12.6% |
| 3M | +16.3% | -14.9% | +31.2% | +16.4% |
| 6M | +7.1% | +2.0% | +5.1% | +6.9% |
| YTD | +15.8% | -23.9% | +39.7% | +14.8% |
| 1Y | +17.1% | -9.6% | +26.7% | +16.8% |
| All | +17.1% | -9.4% | +26.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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