-0.1%
MSFT vs CME
+10.2%
-10.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | -1.0% | +5.5% | -6.5% | -1.1% |
| 3M | +20.2% | +11.0% | +9.2% | +19.6% |
| 6M | +21.3% | -9.7% | +31.0% | +18.5% |
| YTD | +2.8% | +4.9% | -2.1% | +2.4% |
| All | -0.1% | +10.2% | -10.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling