+141,733.1%
MSFT vs CNP
+1,874.4%
+139,858.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +1.7% | -4.2% | +5.9% | +2.4% |
| 30D | +0.2% | +5.5% | -5.4% | -0.9% |
| 3M | +6.4% | +0.6% | +5.8% | +6.1% |
| 6M | +28.7% | -2.8% | +31.5% | +28.9% |
| YTD | +10.4% | +7.9% | +2.6% | +8.2% |
| 1Y | +7.6% | +6.7% | +1.0% | +5.7% |
| 3Y | +52.3% | +61.1% | -8.8% | +37.2% |
| 5Y | +64.5% | +73.0% | -8.4% | +46.0% |
| 10Y | +917.8% | +141.9% | +775.9% | +726.1% |
| All | +141,733.1% | +1,874.4% | +139,858.7% | +60,873.2% |
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