+802.3%
COF vs CME
+7,469.3%
-6,667.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.8% | -1.6% | +3.4% | +2.7% |
| 30D | -0.6% | +6.2% | -6.8% | -4.1% |
| 3M | +20.3% | +10.4% | +9.9% | +12.2% |
| 6M | +13.0% | -9.5% | +22.5% | +17.3% |
| YTD | -8.3% | +6.0% | -14.3% | -13.8% |
| 1Y | -1.5% | +9.3% | -10.7% | -9.3% |
| 3Y | +122.3% | +57.7% | +64.6% | +57.8% |
| 5Y | +52.5% | +77.7% | -25.2% | -1.6% |
| 10Y | +264.9% | +281.2% | -16.4% | +47.7% |
| All | +802.3% | +7,469.3% | -6,667.0% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling