+661.5%
STM vs CME
+284.8%
+376.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +5.8% | -1.6% | +7.4% | +6.2% |
| 30D | -1.0% | +6.2% | -7.2% | -2.9% |
| 3M | -33.3% | +10.4% | -43.7% | -35.7% |
| 6M | +57.4% | -9.5% | +66.9% | +61.1% |
| YTD | +102.2% | +6.0% | +96.2% | +94.6% |
| 1Y | +99.6% | +9.3% | +90.3% | +89.0% |
| 3Y | +14.5% | +57.7% | -43.1% | -11.5% |
| 5Y | +21.4% | +77.7% | -56.3% | -13.0% |
| All | +661.5% | +284.8% | +376.7% | +367.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling