+6,781.2%
CME vs STT
+657.3%
+6,123.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +6.2% | +3.9% | +2.4% | +4.6% |
| 3M | +10.4% | +20.0% | -9.5% | +2.6% |
| 6M | -9.5% | +55.3% | -64.8% | -24.4% |
| YTD | +6.0% | +53.3% | -47.3% | -11.4% |
| 1Y | +9.3% | +74.7% | -65.4% | -13.5% |
| 3Y | +57.7% | +205.8% | -148.2% | -3.4% |
| 5Y | +77.7% | +145.0% | -67.3% | +12.7% |
| 10Y | +281.2% | +266.0% | +15.2% | +87.0% |
| All | +6,781.2% | +657.3% | +6,123.9% | +1,959.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling