+242.0%
COF vs CME
+282.4%
-40.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | -5.1% | -1.6% | -3.6% | -4.4% |
| 30D | -6.0% | +5.6% | -11.6% | -8.7% |
| 3M | +14.8% | +5.6% | +9.2% | +10.8% |
| 6M | +15.3% | -8.3% | +23.6% | +18.9% |
| YTD | -13.0% | +4.3% | -17.4% | -17.2% |
| 1Y | -5.7% | +9.1% | -14.8% | -12.8% |
| 3Y | +118.1% | +52.1% | +66.1% | +56.6% |
| 5Y | +46.2% | +79.7% | -33.4% | -10.0% |
| All | +242.0% | +282.4% | -40.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling