+4,422.9%
COST vs CME
+7,469.3%
-3,046.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.1% | -1.6% | -1.6% | -2.8% |
| 30D | -2.8% | +6.2% | -9.0% | -4.2% |
| 3M | -5.7% | +10.4% | -16.1% | -8.0% |
| 6M | -8.8% | -9.5% | +0.8% | -6.9% |
| YTD | +6.7% | +6.0% | +0.6% | +4.8% |
| 1Y | -3.6% | +9.3% | -12.9% | -6.1% |
| 3Y | +75.1% | +57.7% | +17.4% | +55.8% |
| 5Y | +108.9% | +77.7% | +31.2% | +80.2% |
| 10Y | +586.2% | +281.2% | +304.9% | +385.4% |
| All | +4,422.9% | +7,469.3% | -3,046.5% | +1,818.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling