+1,019.5%
STX vs CME
+78.2%
+941.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.3% |
| 7D | +2.4% | -1.6% | +3.9% | +2.4% |
| 30D | +1.4% | +6.2% | -4.8% | +1.3% |
| 3M | -8.2% | +10.4% | -18.6% | -8.1% |
| 6M | +127.0% | -9.5% | +136.6% | +131.6% |
| YTD | +209.1% | +6.0% | +203.1% | +206.3% |
| 1Y | +365.4% | +9.3% | +356.2% | +356.5% |
| 3Y | +1,135.4% | +57.7% | +1,077.7% | +919.4% |
| All | +1,019.5% | +78.2% | +941.4% | +692.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling