+21.1%
COP vs CME
+56.2%
-35.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | +17.5% | +6.2% | +11.3% | +16.5% |
| 3M | +13.4% | +10.4% | +2.9% | +11.6% |
| 6M | +17.7% | -9.5% | +27.3% | +18.0% |
| YTD | +46.6% | +6.0% | +40.6% | +46.7% |
| 1Y | +44.6% | +9.3% | +35.3% | +45.0% |
| All | +21.1% | +56.2% | -35.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling