+78.1%
STM vs CME
+18.8%
+59.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.1% |
| 7D | -10.7% | +0.9% | -11.6% | -10.0% |
| 30D | -25.7% | +13.2% | -38.9% | -17.3% |
| 3M | -21.6% | +16.3% | -37.8% | -10.4% |
| 6M | -27.8% | +7.1% | -34.9% | -17.9% |
| YTD | +61.8% | +15.8% | +45.9% | +96.2% |
| 1Y | +78.1% | +17.1% | +61.0% | +117.5% |
| All | +78.1% | +18.8% | +59.3% | +117.5% |
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