+57.2%
COP vs CME
+15.2%
+42.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -8.4% | -0.6% | -7.9% | -8.3% |
| 30D | +0.3% | +8.5% | -8.3% | -2.8% |
| 3M | +15.1% | +16.0% | -0.9% | +8.5% |
| 6M | +19.8% | +9.3% | +10.4% | +16.3% |
| YTD | +46.8% | +15.3% | +31.5% | +41.2% |
| All | +57.2% | +15.2% | +42.1% | +52.8% |
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 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