+93.6%
STX vs CME
+17.8%
+75.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.3% |
| 7D | +16.8% | +2.7% | +14.2% | +18.9% |
| 30D | -27.0% | +13.5% | -40.5% | -20.3% |
| 3M | -37.9% | +20.9% | -58.8% | -29.3% |
| 6M | -32.5% | +11.5% | -44.0% | -25.7% |
| YTD | +98.6% | +19.5% | +79.1% | +133.1% |
| 1Y | +93.6% | +17.2% | +76.4% | +126.7% |
| All | +93.6% | +17.8% | +75.8% | +126.7% |
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