+62.4%
MSFT vs CNH
-17.7%
+80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -1.7% |
| 30D | -1.8% | -0.6% | -1.3% | -1.9% |
| 3M | +5.6% | +14.6% | -9.0% | +2.9% |
| 6M | +29.8% | +11.8% | +18.1% | +26.1% |
| YTD | +9.0% | +30.4% | -21.4% | +1.1% |
| 1Y | +4.9% | +19.1% | -14.1% | -0.7% |
| 3Y | +46.2% | +30.2% | +16.0% | +30.4% |
| All | +62.4% | -17.7% | +80.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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