-5.4%
STM vs CME
+75.0%
-80.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +16.3% | +2.7% | +13.6% | +16.9% |
| 30D | -6.3% | +13.5% | -19.8% | -4.1% |
| 3M | -14.1% | +20.9% | -35.0% | -11.3% |
| 6M | -19.6% | +11.5% | -31.1% | -16.3% |
| YTD | +80.1% | +19.5% | +60.7% | +86.5% |
| 1Y | +95.4% | +17.2% | +78.1% | +102.5% |
| 3Y | +14.7% | +65.1% | -50.4% | +7.9% |
| 5Y | -5.4% | +73.1% | -78.5% | -14.8% |
| All | -5.4% | +75.0% | -80.4% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling