+381.8%
STX vs CME
+10.5%
+371.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +5.7% |
| 7D | +10.7% | -2.9% | +13.6% | +8.5% |
| 30D | +11.3% | +5.5% | +5.7% | +15.9% |
| 3M | +3.2% | +11.0% | -7.7% | +13.7% |
| 6M | +157.0% | -9.7% | +166.7% | +137.9% |
| YTD | +229.2% | +4.9% | +224.3% | +263.8% |
| 1Y | +381.8% | +10.1% | +371.8% | +507.6% |
| All | +381.8% | +10.5% | +371.4% | +507.6% |
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