+145,627.7%
MSFT vs CNP
+1,881.7%
+143,746.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +7.5% | -4.3% | +11.8% | +8.3% |
| 30D | +1.9% | +5.7% | -3.8% | +0.7% |
| 3M | +9.2% | +0.9% | +8.3% | +8.9% |
| 6M | +31.9% | -1.1% | +32.9% | +31.6% |
| YTD | +13.4% | +8.3% | +5.2% | +11.1% |
| 1Y | +10.6% | +5.9% | +4.7% | +8.8% |
| 3Y | +54.7% | +64.6% | -9.9% | +38.8% |
| 5Y | +69.1% | +74.6% | -5.5% | +49.8% |
| 10Y | +920.4% | +139.8% | +780.5% | +729.2% |
| All | +145,627.7% | +1,881.7% | +143,746.0% | +62,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling