+1,441.6%
COP vs CME
+8,169.9%
-6,728.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -11.5% | +0.9% | -12.4% | -11.9% |
| 30D | +5.0% | +13.2% | -8.2% | +0.2% |
| 3M | +17.5% | +16.3% | +1.2% | +10.9% |
| 6M | +16.2% | +7.1% | +9.1% | +12.7% |
| YTD | +48.8% | +15.8% | +33.0% | +40.1% |
| 1Y | +64.1% | +17.1% | +47.0% | +53.8% |
| 3Y | +25.7% | +63.2% | -37.5% | +2.3% |
| 5Y | +114.4% | +70.2% | +44.1% | +69.7% |
| 10Y | +331.7% | +337.0% | -5.3% | +147.1% |
| All | +1,441.6% | +8,169.9% | -6,728.3% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling