+3,676.0%
STX vs CME
+282.5%
+3,393.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.8% |
| 7D | +10.7% | -2.9% | +13.6% | +11.5% |
| 30D | +11.3% | +5.5% | +5.7% | +9.6% |
| 3M | +3.2% | +11.0% | -7.7% | -0.1% |
| 6M | +157.0% | -9.7% | +166.7% | +162.8% |
| YTD | +229.2% | +4.9% | +224.3% | +219.1% |
| 1Y | +381.8% | +10.1% | +371.8% | +356.4% |
| 3Y | +1,383.2% | +53.5% | +1,329.7% | +1,100.8% |
| 5Y | +1,144.9% | +77.2% | +1,067.7% | +843.0% |
| 10Y | +3,676.0% | +282.1% | +3,393.9% | +1,956.5% |
| All | +3,676.0% | +282.5% | +3,393.6% | +1,956.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling