+139,698.9%
MSFT vs CAH
+17,016.9%
+122,682.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.4% | +3.9% | -6.3% | -3.3% |
| 30D | -3.8% | +16.0% | -19.8% | -7.2% |
| 3M | +6.4% | +19.1% | -12.7% | +1.8% |
| 6M | +28.8% | +53.0% | -24.3% | +15.7% |
| YTD | +8.8% | +36.6% | -27.8% | -0.2% |
| 1Y | +3.2% | +37.4% | -34.3% | -5.6% |
| 3Y | +44.8% | +178.8% | -134.1% | +9.2% |
| 5Y | +61.8% | +498.6% | -436.7% | -0.5% |
| 10Y | +897.9% | +413.1% | +484.8% | +505.5% |
| All | +139,698.9% | +17,016.9% | +122,682.0% | +38,793.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 all: compounded portfolio wealth divided by compounded CAH 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…
all analysis · Full analysis span regression · 6 months rolling