+35.7%
COF vs CME
+74.8%
-39.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.4% | +3.9% | -7.3% | -3.6% |
| 30D | +0.4% | +11.3% | -11.0% | -0.5% |
| 3M | -12.5% | +19.6% | -32.1% | -13.8% |
| 6M | +8.3% | +8.1% | +0.2% | +7.9% |
| YTD | -18.6% | +20.4% | -39.0% | -20.5% |
| 1Y | -8.6% | +16.5% | -25.1% | -10.3% |
| 3Y | +94.7% | +66.4% | +28.2% | +71.7% |
| All | +35.7% | +74.8% | -39.1% | +11.6% |
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