+15.8%
CME vs MSCI
+14.5%
+1.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | +1.7% | +2.7% | -1.0% | +0.9% |
| 30D | +10.2% | +16.2% | -6.1% | +6.2% |
| 3M | +17.8% | +17.1% | +0.7% | +13.3% |
| 6M | +11.0% | +13.0% | -2.0% | +7.3% |
| YTD | +17.0% | +15.8% | +1.3% | +10.7% |
| 1Y | +15.8% | +15.5% | +0.3% | +8.0% |
| All | +15.8% | +14.5% | +1.3% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling