+16.1%
STM vs CME
+64.7%
-48.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +16.3% | +2.7% | +13.6% | +18.5% |
| 30D | -6.3% | +13.5% | -19.8% | +2.8% |
| 3M | -14.1% | +20.9% | -35.0% | -1.3% |
| 6M | -19.6% | +11.5% | -31.1% | -9.4% |
| YTD | +80.1% | +19.5% | +60.7% | +112.5% |
| 1Y | +95.4% | +17.2% | +78.1% | +128.5% |
| All | +16.1% | +64.7% | -48.6% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling