+205.8%
STM vs CME
+8,169.9%
-7,964.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | -10.7% | +0.9% | -11.6% | -11.1% |
| 30D | -25.7% | +13.2% | -38.9% | -29.5% |
| 3M | -21.6% | +16.3% | -37.8% | -26.6% |
| 6M | -27.8% | +7.1% | -34.9% | -31.3% |
| YTD | +61.8% | +15.8% | +45.9% | +48.0% |
| 1Y | +78.1% | +17.1% | +61.0% | +61.9% |
| 3Y | +4.9% | +63.2% | -58.3% | -19.4% |
| 5Y | -14.3% | +70.2% | -84.5% | -36.0% |
| 10Y | +414.1% | +337.0% | +77.1% | +155.0% |
| All | +205.8% | +8,169.9% | -7,964.2% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling