+186.4%
COP vs CME
+78.2%
+108.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.4% |
| 30D | +17.5% | +6.2% | +11.3% | +15.8% |
| 3M | +13.4% | +10.4% | +2.9% | +10.6% |
| 6M | +17.7% | -9.5% | +27.3% | +20.0% |
| YTD | +46.6% | +6.0% | +40.6% | +44.7% |
| 1Y | +44.6% | +9.3% | +35.3% | +41.9% |
| 3Y | +20.7% | +57.7% | -37.0% | +5.4% |
| All | +186.4% | +78.2% | +108.2% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling