+122.8%
COST vs CME
+75.0%
+47.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +2.5% | +2.7% | -0.2% | +1.7% |
| 30D | +14.6% | +13.5% | +1.1% | +10.3% |
| 3M | +15.2% | +20.9% | -5.7% | +8.7% |
| 6M | +7.2% | +11.5% | -4.3% | +3.6% |
| YTD | +27.4% | +19.5% | +7.9% | +19.9% |
| 1Y | +20.2% | +17.2% | +3.0% | +13.8% |
| 3Y | +96.9% | +65.1% | +31.7% | +63.9% |
| 5Y | +122.8% | +73.1% | +49.7% | +78.3% |
| All | +122.8% | +75.0% | +47.8% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling