+62.4%
MSFT vs CNC
-5.8%
+68.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.4% |
| 30D | -1.8% | +1.6% | -3.4% | -2.0% |
| 3M | +5.6% | +7.9% | -2.3% | +5.2% |
| 6M | +29.8% | +21.2% | +8.6% | +28.4% |
| YTD | +9.0% | +73.2% | -64.2% | +5.5% |
| 1Y | +4.9% | +97.5% | -92.5% | +0.6% |
| 3Y | +46.2% | -1.2% | +47.4% | +47.0% |
| All | +62.4% | -5.8% | +68.3% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling