+73.2%
MSFT vs CNC
+3.0%
+70.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.0% | -4.9% | +3.8% | -0.8% |
| 30D | -2.7% | -3.8% | +1.1% | -2.5% |
| 3M | +22.1% | -3.2% | +25.4% | +22.2% |
| 6M | +20.6% | +47.9% | -27.3% | +18.0% |
| YTD | +2.3% | +55.7% | -53.4% | -0.3% |
| 1Y | -0.5% | +106.2% | -106.8% | -5.1% |
| 3Y | +50.5% | -2.1% | +52.6% | +49.2% |
| All | +73.2% | +3.0% | +70.2% | +79.2% |
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 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