+760.1%
COST vs CME
+308.7%
+451.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +5.0% | +3.9% | +1.0% | +3.9% |
| 30D | +12.8% | +11.3% | +1.5% | +9.5% |
| 3M | +15.2% | +19.6% | -4.4% | +9.6% |
| 6M | +7.4% | +8.1% | -0.7% | +4.8% |
| YTD | +29.0% | +20.4% | +8.6% | +21.9% |
| 1Y | +20.3% | +16.5% | +3.8% | +14.6% |
| 3Y | +99.0% | +66.4% | +32.6% | +70.1% |
| 5Y | +125.7% | +74.5% | +51.2% | +88.7% |
| All | +760.1% | +308.7% | +451.4% | +473.9% |
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 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