+131,933.8%
MSFT vs CMI
+19,796.6%
+112,137.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | -1.0% | -12.5% | +11.5% | +2.7% |
| 3M | +20.2% | -16.2% | +36.4% | +25.4% |
| 6M | +21.3% | +4.9% | +16.4% | +17.3% |
| YTD | +2.8% | +11.1% | -8.4% | -2.7% |
| 1Y | 0.0% | +43.4% | -43.4% | -12.8% |
| 3Y | +51.2% | +154.1% | -102.8% | +9.4% |
| 5Y | +71.4% | +169.5% | -98.0% | +20.6% |
| 10Y | +868.6% | +503.8% | +364.8% | +423.1% |
| All | +131,933.8% | +19,796.6% | +112,137.2% | +23,687.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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