+52.4%
COP vs CME
+10.5%
+41.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -0.8% | -2.9% | +2.0% | +0.1% |
| 30D | +15.6% | +5.5% | +10.1% | +13.3% |
| 3M | +14.3% | +11.0% | +3.4% | +10.3% |
| 6M | +17.0% | -9.7% | +26.7% | +21.5% |
| YTD | +47.4% | +4.9% | +42.6% | +48.4% |
| 1Y | +52.4% | +10.1% | +42.3% | +55.4% |
| All | +52.4% | +10.5% | +41.9% | +55.4% |
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