+46.2%
MSFT vs CNP
+64.0%
-17.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.2% |
| 30D | -1.8% | +3.8% | -5.6% | -1.6% |
| 3M | +5.6% | +2.4% | +3.3% | +5.7% |
| 6M | +29.8% | -1.2% | +31.0% | +29.6% |
| YTD | +9.0% | +9.3% | -0.3% | +8.5% |
| 1Y | +4.9% | +6.4% | -1.5% | +4.6% |
| 3Y | +46.2% | +66.4% | -20.1% | +47.0% |
| All | +46.2% | +64.0% | -17.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling