+298.3%
COP vs CME
+320.1%
-21.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -8.4% | -0.6% | -7.9% | -8.2% |
| 30D | +0.3% | +8.5% | -8.3% | -3.9% |
| 3M | +15.1% | +16.0% | -0.9% | +6.4% |
| 6M | +19.8% | +9.3% | +10.4% | +13.5% |
| YTD | +46.8% | +15.3% | +31.5% | +35.3% |
| 1Y | +59.7% | +14.4% | +45.3% | +47.6% |
| 3Y | +28.7% | +59.9% | -31.2% | -4.0% |
| 5Y | +110.7% | +69.4% | +41.3% | +48.4% |
| 10Y | +298.3% | +299.5% | -1.2% | +106.2% |
| All | +298.3% | +320.1% | -21.8% | +106.2% |
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 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