+337.5%
COP vs CME
+280.4%
+57.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.0% | -2.4% | +3.3% | +2.2% |
| 30D | +9.6% | +6.2% | +3.4% | +6.2% |
| 3M | +15.0% | +4.4% | +10.7% | +12.2% |
| 6M | +21.8% | -9.6% | +31.4% | +27.3% |
| YTD | +49.6% | +3.8% | +45.8% | +45.7% |
| 1Y | +49.9% | +9.5% | +40.3% | +41.5% |
| 3Y | +22.6% | +51.9% | -29.3% | -6.3% |
| 5Y | +193.6% | +78.7% | +114.9% | +97.3% |
| All | +337.5% | +280.4% | +57.2% | +140.8% |
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