+96.5%
STM vs CME
+19.8%
+76.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.4% | -4.9% |
| 7D | -6.0% | +4.8% | -10.9% | -1.9% |
| 30D | -20.9% | +14.2% | -35.1% | -11.2% |
| 3M | -15.8% | +17.9% | -33.7% | -2.6% |
| 6M | -17.0% | +7.2% | -24.3% | -5.4% |
| YTD | +76.8% | +16.7% | +60.1% | +116.3% |
| 1Y | +96.5% | +19.6% | +76.9% | +144.4% |
| All | +96.5% | +19.8% | +76.7% | +144.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling