+73.5%
MSFT vs CDE
+193.0%
-119.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -3.5% | -6.1% | +2.6% | -3.0% |
| 30D | -2.1% | +9.5% | -11.5% | -2.9% |
| 3M | +24.2% | +32.0% | -7.8% | +20.8% |
| 6M | +21.9% | -12.8% | +34.6% | +22.0% |
| YTD | +2.5% | +14.2% | -11.7% | -0.1% |
| 1Y | -0.8% | +36.3% | -37.1% | -5.3% |
| 3Y | +50.8% | +821.4% | -770.6% | +19.2% |
| 5Y | +73.5% | +194.3% | -120.7% | +42.0% |
| All | +73.5% | +193.0% | -119.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling