+90.1%
STM vs CME
+16.9%
+73.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +1.7% |
| 7D | -7.9% | +1.7% | -9.6% | -6.5% |
| 30D | -14.1% | +10.2% | -24.3% | -6.3% |
| 3M | -17.6% | +17.8% | -35.4% | -4.8% |
| 6M | -24.2% | +11.0% | -35.2% | -11.6% |
| YTD | +73.3% | +17.0% | +56.3% | +112.5% |
| 1Y | +90.1% | +15.8% | +74.3% | +131.5% |
| All | +90.1% | +16.9% | +73.2% | +131.5% |
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