+17.7%
CME vs STT
+48.7%
-31.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.3% |
| 7D | +2.5% | +0.4% | +2.0% | +2.5% |
| 30D | +13.9% | -0.4% | +14.4% | +14.0% |
| 3M | +22.4% | -6.5% | +28.9% | +21.9% |
| 6M | +12.9% | +17.2% | -4.3% | +16.3% |
| YTD | +19.6% | +38.2% | -18.6% | +24.5% |
| 1Y | +17.7% | +49.3% | -31.6% | +22.7% |
| All | +17.7% | +48.7% | -31.0% | +22.7% |
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