+380.4%
CME vs MSCI
+3,095.4%
-2,715.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.5% |
| 7D | +0.9% | +2.8% | -1.9% | -0.3% |
| 30D | +13.2% | +15.4% | -2.2% | +6.7% |
| 3M | +16.3% | +13.4% | +2.9% | +10.3% |
| 6M | +7.1% | +10.9% | -3.8% | +2.0% |
| YTD | +15.8% | +13.0% | +2.9% | +8.5% |
| 1Y | +17.1% | +12.0% | +5.0% | +10.0% |
| 3Y | +63.2% | +34.1% | +29.1% | +36.2% |
| 5Y | +70.2% | +3.9% | +66.3% | +51.7% |
| 10Y | +337.0% | +802.0% | -465.0% | +33.4% |
| All | +380.4% | +3,095.4% | -2,715.0% | -28.8% |
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 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