-5.1%
COST vs CME
+9.1%
-14.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | -4.4% | +6.2% | -10.6% | -5.8% |
| 3M | -8.1% | +4.4% | -12.5% | -8.7% |
| 6M | -9.2% | -9.6% | +0.4% | -6.7% |
| YTD | +5.1% | +3.8% | +1.3% | +3.4% |
| 1Y | -5.1% | +9.5% | -14.6% | -8.9% |
| All | -5.1% | +9.1% | -14.2% | -8.9% |
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