+868.6%
MSFT vs CFG
+313.6%
+555.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | -1.4% | +2.7% | -4.1% | -2.0% |
| 30D | -1.0% | -3.7% | +2.7% | -0.2% |
| 3M | +20.2% | +9.5% | +10.7% | +17.5% |
| 6M | +21.3% | +22.2% | -1.0% | +15.2% |
| YTD | +2.8% | +22.3% | -19.5% | -2.7% |
| 1Y | 0.0% | +39.4% | -39.5% | -8.6% |
| 3Y | +51.2% | +188.5% | -137.3% | +12.7% |
| 5Y | +71.4% | +101.5% | -30.1% | +37.3% |
| 10Y | +868.6% | +308.6% | +560.0% | +513.2% |
| All | +868.6% | +313.6% | +555.0% | +513.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling