+476.2%
STX vs CME
+74.8%
+401.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.1% |
| 7D | +14.6% | +3.9% | +10.6% | +14.8% |
| 30D | -26.0% | +11.3% | -37.3% | -25.7% |
| 3M | -42.6% | +19.6% | -62.2% | -42.4% |
| 6M | -35.3% | +8.1% | -43.3% | -34.1% |
| YTD | +92.5% | +20.4% | +72.1% | +91.8% |
| 1Y | +102.4% | +16.5% | +85.9% | +102.9% |
| 3Y | +673.8% | +66.4% | +607.4% | +576.4% |
| All | +476.2% | +74.8% | +401.4% | +377.5% |
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 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