+604.2%
COST vs CME
+280.4%
+323.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | -4.4% | +6.2% | -10.6% | -6.0% |
| 3M | -8.1% | +4.4% | -12.5% | -9.3% |
| 6M | -9.2% | -9.6% | +0.4% | -7.0% |
| YTD | +5.1% | +3.8% | +1.3% | +3.5% |
| 1Y | -5.1% | +9.5% | -14.6% | -8.0% |
| 3Y | +70.4% | +51.9% | +18.4% | +49.5% |
| 5Y | +104.7% | +78.7% | +26.0% | +71.1% |
| All | +604.2% | +280.4% | +323.8% | +410.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling