+7,418.1%
CME vs COO
+745.8%
+6,672.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.9% | +4.7% | -3.8% | -0.5% |
| 30D | +13.2% | +13.9% | -0.7% | +8.8% |
| 3M | +16.3% | -14.9% | +31.2% | +21.1% |
| 6M | +7.1% | +2.0% | +5.1% | +5.2% |
| YTD | +15.8% | -23.9% | +39.7% | +23.8% |
| 1Y | +17.1% | -9.6% | +26.7% | +18.4% |
| 3Y | +63.2% | -25.4% | +88.6% | +68.1% |
| 5Y | +70.2% | -41.2% | +111.4% | +86.0% |
| 10Y | +337.0% | +42.1% | +294.9% | +248.4% |
| All | +7,418.1% | +745.8% | +6,672.3% | +2,892.9% |
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