+2,504.7%
MSFT vs CNC
+5,893.3%
-3,388.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | 0.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | -1.8% | +1.6% | -3.4% | -2.2% |
| 3M | +5.6% | +7.9% | -2.3% | +4.3% |
| 6M | +29.8% | +21.2% | +8.6% | +25.5% |
| YTD | +9.0% | +73.2% | -64.2% | -1.3% |
| 1Y | +4.9% | +97.5% | -92.5% | -7.1% |
| 3Y | +46.2% | -1.2% | +47.4% | +38.8% |
| 5Y | +62.1% | -6.1% | +68.2% | +53.6% |
| 10Y | +899.6% | +181.3% | +718.4% | +683.3% |
| All | +2,504.7% | +5,893.3% | -3,388.6% | +1,236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling