+282.2%
STM vs CME
+7,469.3%
-7,187.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +5.8% | -1.6% | +7.4% | +6.4% |
| 30D | -1.0% | +6.2% | -7.2% | -3.4% |
| 3M | -33.3% | +10.4% | -43.7% | -36.6% |
| 6M | +57.4% | -9.5% | +66.9% | +60.2% |
| YTD | +102.2% | +6.0% | +96.2% | +92.6% |
| 1Y | +99.6% | +9.3% | +90.3% | +87.0% |
| 3Y | +14.5% | +57.7% | -43.1% | -10.6% |
| 5Y | +21.4% | +77.7% | -56.3% | -10.8% |
| 10Y | +695.0% | +281.2% | +413.7% | +317.9% |
| All | +282.2% | +7,469.3% | -7,187.1% | -35.0% |
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