+60.7%
COP vs CME
+19.8%
+40.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.6% |
| 7D | -8.1% | +4.8% | -13.0% | -9.7% |
| 30D | +6.7% | +14.2% | -7.5% | +1.6% |
| 3M | +16.9% | +17.9% | -1.0% | +9.7% |
| 6M | +11.2% | +7.2% | +3.9% | +9.2% |
| YTD | +49.5% | +16.7% | +32.8% | +43.6% |
| 1Y | +60.7% | +19.6% | +41.1% | +53.9% |
| All | +60.7% | +19.8% | +40.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling