+20.3%
COST vs CME
+17.3%
+3.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +5.0% | +3.9% | +1.0% | +4.0% |
| 30D | +12.8% | +11.3% | +1.5% | +9.9% |
| 3M | +15.2% | +19.6% | -4.4% | +10.4% |
| 6M | +7.4% | +8.1% | -0.7% | +5.8% |
| YTD | +29.0% | +20.4% | +8.6% | +22.8% |
| 1Y | +20.3% | +16.5% | +3.8% | +15.9% |
| All | +20.3% | +17.3% | +3.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling