+868.6%
MSFT vs CNP
+135.4%
+733.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -1.4% | +1.6% | -3.1% | -1.9% |
| 30D | -1.0% | -0.8% | -0.2% | -0.8% |
| 3M | +20.2% | -3.6% | +23.8% | +21.2% |
| 6M | +21.3% | -6.9% | +28.2% | +23.3% |
| YTD | +2.8% | +6.4% | -3.6% | -0.1% |
| 1Y | 0.0% | +9.9% | -10.0% | -4.0% |
| 3Y | +51.2% | +53.1% | -1.9% | +27.8% |
| 5Y | +71.4% | +72.0% | -0.5% | +38.3% |
| 10Y | +868.6% | +131.5% | +737.1% | +538.9% |
| All | +868.6% | +135.4% | +733.2% | +538.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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