-0.3%
MSFT vs CDE
+40.5%
-40.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.5% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | +0.8% | +9.5% | -8.6% | -0.1% |
| 3M | +27.2% | +25.5% | +1.7% | +24.0% |
| 6M | +22.9% | -7.9% | +30.8% | +22.3% |
| YTD | +3.1% | +15.6% | -12.4% | +0.2% |
| 1Y | -0.3% | +34.0% | -34.3% | -6.4% |
| All | -0.3% | +40.5% | -40.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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