+1,161.0%
MSFT vs CFG
+396.4%
+764.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | +1.5% | -4.2% | -3.1% |
| 30D | +2.7% | -3.8% | +6.5% | +3.6% |
| 3M | +17.0% | +11.5% | +5.5% | +13.7% |
| 6M | +23.8% | +19.2% | +4.6% | +18.0% |
| YTD | +4.0% | +23.7% | -19.7% | -2.1% |
| 1Y | -0.8% | +38.8% | -39.7% | -9.6% |
| 3Y | +55.6% | +178.9% | -123.3% | +15.2% |
| 5Y | +72.9% | +101.8% | -28.9% | +36.6% |
| 10Y | +875.8% | +317.3% | +558.5% | +449.6% |
| All | +1,161.0% | +396.4% | +764.6% | +552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling