+104.4%
COST vs CME
+76.2%
+28.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.8% | -0.6% | -2.1% | -2.6% |
| 30D | -5.3% | +4.7% | -9.9% | -6.6% |
| 3M | -6.7% | +7.8% | -14.5% | -8.9% |
| 6M | -9.9% | -11.0% | +1.0% | -6.8% |
| YTD | +5.1% | +4.0% | +1.1% | +3.3% |
| 1Y | -7.3% | +9.1% | -16.4% | -10.4% |
| 3Y | +70.4% | +52.3% | +18.1% | +44.0% |
| 5Y | +104.4% | +76.1% | +28.3% | +58.2% |
| All | +104.4% | +76.2% | +28.2% | +58.2% |
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