+8,368.3%
MSFT vs CNI
+6,544.5%
+1,823.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.4% | +2.5% | -3.9% | -2.5% |
| 30D | -1.0% | -2.5% | +1.5% | 0.0% |
| 3M | +20.2% | +2.7% | +17.5% | +18.2% |
| 6M | +21.3% | +16.9% | +4.3% | +11.9% |
| YTD | +2.8% | +26.3% | -23.5% | -8.9% |
| 1Y | 0.0% | +31.1% | -31.1% | -13.1% |
| 3Y | +51.2% | +21.1% | +30.2% | +34.1% |
| 5Y | +71.4% | +11.0% | +60.4% | +57.4% |
| 10Y | +868.6% | +128.1% | +740.5% | +539.3% |
| All | +8,368.3% | +6,544.5% | +1,823.8% | +1,286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling