+872.1%
MSFT vs CNC
+96.8%
+775.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -3.5% | -3.9% | +0.4% | -2.8% |
| 30D | -2.1% | +0.8% | -2.9% | -2.3% |
| 3M | +24.2% | +0.1% | +24.1% | +23.7% |
| 6M | +21.9% | +79.7% | -57.8% | +9.0% |
| YTD | +2.5% | +58.9% | -56.5% | -7.2% |
| 1Y | -0.8% | +109.1% | -109.9% | -15.5% |
| 3Y | +50.8% | 0.0% | +50.8% | +42.1% |
| 5Y | +73.5% | +9.5% | +64.0% | +54.9% |
| All | +872.1% | +96.8% | +775.2% | +679.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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