+133,470.8%
MSFT vs CNP
+1,826.3%
+131,644.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +2.7% | -1.8% | +4.5% | +3.0% |
| 3M | +17.0% | -4.6% | +21.6% | +17.8% |
| 6M | +23.8% | -8.8% | +32.7% | +25.6% |
| YTD | +4.0% | +5.2% | -1.3% | +2.5% |
| 1Y | -0.8% | +8.3% | -9.1% | -2.8% |
| 3Y | +55.6% | +54.9% | +0.7% | +41.3% |
| 5Y | +72.9% | +73.5% | -0.6% | +53.4% |
| 10Y | +875.8% | +139.1% | +736.7% | +694.7% |
| All | +133,470.8% | +1,826.3% | +131,644.4% | +57,662.3% |
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