+17.1%
CME vs STT
+44.2%
-27.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | -2.5% | +3.4% | +0.7% |
| 30D | +13.2% | -5.0% | +18.1% | +12.7% |
| 3M | +16.3% | -10.5% | +26.7% | +15.4% |
| 6M | +7.1% | +10.0% | -2.9% | +9.7% |
| YTD | +15.8% | +30.7% | -14.9% | +19.8% |
| 1Y | +17.1% | +43.8% | -26.7% | +20.4% |
| All | +17.1% | +44.2% | -27.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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