+328.9%
CME vs MSCI
+789.3%
-460.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.3% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +13.2% | +15.4% | -2.2% | +8.1% |
| 3M | +16.3% | +13.4% | +2.9% | +11.6% |
| 6M | +7.1% | +10.9% | -3.8% | +3.2% |
| YTD | +15.8% | +13.0% | +2.9% | +10.2% |
| 1Y | +17.1% | +12.0% | +5.0% | +11.7% |
| 3Y | +63.2% | +34.1% | +29.1% | +41.5% |
| 5Y | +70.2% | +3.9% | +66.3% | +57.4% |
| All | +328.9% | +789.3% | -460.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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