+49.1%
MSFT vs CNC
-0.4%
+49.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -3.5% | -3.9% | +0.4% | -3.5% |
| 30D | -2.1% | +0.8% | -2.9% | -2.1% |
| 3M | +24.2% | +0.1% | +24.1% | +24.2% |
| 6M | +21.9% | +79.7% | -57.8% | +21.9% |
| YTD | +2.5% | +58.9% | -56.5% | +2.4% |
| 1Y | -0.8% | +109.1% | -109.9% | -1.1% |
| All | +49.1% | -0.4% | +49.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling