+46.2%
MSFT vs CFG
+191.5%
-145.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | -1.8% | +5.1% | -7.0% | -2.6% |
| 3M | +5.6% | -11.2% | +16.9% | +7.5% |
| 6M | +29.8% | +9.6% | +20.2% | +28.0% |
| YTD | +9.0% | +15.0% | -6.0% | +6.3% |
| 1Y | +4.9% | +29.9% | -24.9% | +0.1% |
| 3Y | +46.2% | +192.1% | -145.9% | +34.1% |
| All | +46.2% | +191.5% | -145.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling