+2,384.4%
MSFT vs CNC
+5,537.6%
-3,153.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -2.7% | +3.5% | -6.2% | -3.2% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +17.0% | +6.9% | +10.0% | +15.4% |
| 6M | +23.8% | +49.0% | -25.2% | +15.3% |
| YTD | +4.0% | +62.9% | -58.9% | -4.9% |
| 1Y | -0.8% | +134.0% | -134.8% | -15.0% |
| 3Y | +55.6% | +9.4% | +46.2% | +44.9% |
| 5Y | +72.9% | +4.1% | +68.8% | +60.5% |
| 10Y | +875.8% | +95.4% | +780.4% | +702.6% |
| All | +2,384.4% | +5,537.6% | -3,153.1% | +1,188.7% |
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