+47.8%
COF vs CME
+76.2%
-28.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -2.7% | -0.6% | -2.0% | -2.6% |
| 30D | -3.4% | +4.7% | -8.0% | -3.8% |
| 3M | +15.4% | +7.8% | +7.6% | +14.5% |
| 6M | +14.4% | -11.0% | +25.4% | +16.1% |
| YTD | -12.0% | +4.0% | -16.0% | -13.1% |
| 1Y | -3.7% | +9.1% | -12.9% | -5.9% |
| 3Y | +121.1% | +52.3% | +68.8% | +90.9% |
| 5Y | +47.8% | +76.1% | -28.3% | +8.2% |
| All | +47.8% | +76.2% | -28.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling