+6,781.2%
CME vs COO
+843.8%
+5,937.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | +6.2% | -7.0% | +13.3% | +8.5% |
| 3M | +10.4% | +12.2% | -1.8% | +6.1% |
| 6M | -9.5% | -15.1% | +5.6% | -5.6% |
| YTD | +6.0% | -15.1% | +21.1% | +10.4% |
| 1Y | +9.3% | +2.3% | +6.9% | +6.8% |
| 3Y | +57.7% | -23.7% | +81.3% | +62.5% |
| 5Y | +77.7% | -38.9% | +116.6% | +93.7% |
| 10Y | +281.2% | +49.9% | +231.3% | +201.3% |
| All | +6,781.2% | +843.8% | +5,937.4% | +2,568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling