-5.1%
MS vs CNC
+32.6%
-37.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | +0.4% |
| 7D | -1.6% | +1.9% | -3.4% | -1.8% |
| 30D | -3.8% | +7.3% | -11.1% | -4.7% |
| 3M | -14.6% | +8.6% | -23.2% | -15.7% |
| 6M | -5.1% | +26.0% | -31.1% | -7.7% |
| All | -5.1% | +32.6% | -37.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 6mo: compounded portfolio wealth divided by compounded CNC 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…
6mo analysis · Full analysis span regression · 6 months rolling