+161.8%
MS vs CME
+67.1%
+94.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -6.0% |
| 7D | -3.4% | +3.7% | -7.0% | -3.0% |
| 30D | -3.9% | +13.7% | -17.6% | -2.5% |
| 3M | -15.9% | +16.6% | -32.5% | -14.3% |
| 6M | -2.5% | +8.2% | -10.7% | -1.7% |
| YTD | +5.1% | +16.3% | -11.2% | +6.2% |
| 1Y | +13.0% | +19.1% | -6.1% | +14.3% |
| All | +161.8% | +67.1% | +94.8% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling