+46.2%
MSFT vs CME
+65.9%
-19.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.3% | +3.9% | -5.2% | -1.1% |
| 30D | -1.8% | +11.3% | -13.2% | -1.5% |
| 3M | +5.6% | +19.6% | -13.9% | +6.3% |
| 6M | +29.8% | +8.1% | +21.7% | +28.9% |
| YTD | +9.0% | +20.4% | -11.4% | +9.6% |
| 1Y | +4.9% | +16.5% | -11.5% | +5.1% |
| 3Y | +46.2% | +66.4% | -20.2% | +51.4% |
| All | +46.2% | +65.9% | -19.7% | +51.4% |
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