+89.4%
STM vs CME
+15.2%
+74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.4% |
| 7D | -5.6% | -0.6% | -5.0% | -5.9% |
| 30D | -14.4% | +8.5% | -23.0% | -7.8% |
| 3M | -20.5% | +16.0% | -36.5% | -9.3% |
| 6M | -24.5% | +9.3% | -33.9% | -13.1% |
| YTD | +72.7% | +15.3% | +57.4% | +109.1% |
| All | +89.4% | +15.2% | +74.3% | +127.8% |
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