+339.7%
CME vs MSCI
+2,756.4%
-2,416.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +6.2% | +0.6% | +5.7% | +6.0% |
| 3M | +10.4% | -7.1% | +17.5% | +13.4% |
| 6M | -9.5% | +0.8% | -10.4% | -10.6% |
| YTD | +6.0% | +1.0% | +5.0% | +4.1% |
| 1Y | +9.3% | +4.3% | +5.0% | +5.3% |
| 3Y | +57.7% | +9.9% | +47.7% | +42.9% |
| 5Y | +77.7% | -6.8% | +84.4% | +65.1% |
| 10Y | +281.2% | +614.7% | -333.4% | +28.9% |
| All | +339.7% | +2,756.4% | -2,416.7% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling