+50.6%
MSFT vs CAG
-34.5%
+85.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.1% |
| 7D | +1.7% | +5.8% | -4.1% | +2.1% |
| 30D | +0.2% | +16.4% | -16.2% | +1.4% |
| 3M | +6.4% | +3.8% | +2.5% | +6.8% |
| 6M | +28.7% | +10.8% | +17.9% | +29.5% |
| YTD | +10.4% | -5.8% | +16.2% | +9.5% |
| 1Y | +7.6% | -2.4% | +10.0% | +7.1% |
| All | +50.6% | -34.5% | +85.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling