+123.8%
STX vs CME
+19.8%
+104.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -7.2% |
| 7D | -20.2% | +4.8% | -25.0% | -17.3% |
| 30D | -37.2% | +14.2% | -51.4% | -31.2% |
| 3M | -34.1% | +17.9% | -52.0% | -26.2% |
| 6M | -24.5% | +7.2% | -31.7% | -18.9% |
| YTD | +102.9% | +16.7% | +86.2% | +134.9% |
| 1Y | +123.8% | +19.6% | +104.2% | +160.5% |
| All | +123.8% | +19.8% | +104.0% | +160.5% |
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