+54.7%
MSFT vs CME
+62.0%
-7.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.7% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | +1.9% | +8.5% | -6.7% | +2.2% |
| 3M | +9.2% | +16.0% | -6.8% | +9.9% |
| 6M | +31.9% | +9.3% | +22.5% | +31.4% |
| YTD | +13.4% | +15.3% | -1.9% | +13.9% |
| 1Y | +10.6% | +14.4% | -3.8% | +11.0% |
| 3Y | +54.7% | +59.9% | -5.2% | +60.2% |
| All | +54.7% | +62.0% | -7.3% | +60.2% |
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