+71.0%
CME vs MSCI
+3.6%
+67.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | +0.9% | +2.8% | -1.9% | +0.3% |
| 30D | +13.2% | +15.4% | -2.2% | +10.0% |
| 3M | +16.3% | +13.4% | +2.9% | +13.3% |
| 6M | +7.1% | +10.9% | -3.8% | +4.7% |
| YTD | +15.8% | +13.0% | +2.9% | +12.4% |
| 1Y | +17.1% | +12.0% | +5.0% | +13.8% |
| 3Y | +63.2% | +34.1% | +29.1% | +49.6% |
| All | +71.0% | +3.6% | +67.5% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling