+382.5%
CME vs MSCI
+3,169.6%
-2,787.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | +3.7% | +6.0% | -2.4% | +1.1% |
| 30D | +13.7% | +18.2% | -4.5% | +6.2% |
| 3M | +16.6% | +15.1% | +1.5% | +9.9% |
| 6M | +8.2% | +13.7% | -5.5% | +2.0% |
| YTD | +16.3% | +15.6% | +0.7% | +8.0% |
| 1Y | +19.1% | +16.3% | +2.8% | +10.2% |
| 3Y | +67.4% | +36.9% | +30.5% | +38.5% |
| 5Y | +71.0% | +6.3% | +64.7% | +51.0% |
| 10Y | +338.9% | +823.0% | -484.1% | +32.8% |
| All | +382.5% | +3,169.6% | -2,787.2% | -29.2% |
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