+878.4%
MSFT vs CNI
+138.2%
+740.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +0.8% | -2.7% | +3.5% | +2.2% |
| 3M | +27.2% | +3.9% | +23.3% | +24.0% |
| 6M | +22.9% | +16.4% | +6.6% | +12.0% |
| YTD | +3.1% | +25.8% | -22.7% | -10.7% |
| 1Y | -0.3% | +32.4% | -32.7% | -16.4% |
| 3Y | +50.1% | +19.1% | +31.0% | +30.1% |
| 5Y | +74.6% | +13.6% | +61.1% | +53.9% |
| All | +878.4% | +138.2% | +740.2% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling