-0.3%
MSFT vs CAG
-18.8%
+18.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.8% | -5.7% | +4.9% | -1.2% |
| 30D | +0.8% | -2.4% | +3.2% | +0.6% |
| 3M | +27.2% | +9.8% | +17.4% | +27.7% |
| 6M | +22.9% | -10.8% | +33.8% | +19.2% |
| YTD | +3.1% | -10.8% | +13.9% | +0.6% |
| 1Y | -0.3% | -19.0% | +18.7% | -3.5% |
| All | -0.3% | -18.8% | +18.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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