+2,239.2%
MSFT vs CNQ
+5,432.5%
-3,193.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | +6.2% | -5.4% | -0.5% |
| 3M | +27.2% | +12.4% | +14.8% | +23.8% |
| 6M | +22.9% | +9.0% | +13.9% | +19.8% |
| YTD | +3.1% | +52.2% | -49.1% | -6.4% |
| 1Y | -0.3% | +65.0% | -65.3% | -11.2% |
| 3Y | +50.1% | +78.8% | -28.7% | +29.2% |
| 5Y | +74.6% | +286.0% | -211.3% | +25.2% |
| 10Y | +893.0% | +420.7% | +472.3% | +503.5% |
| All | +2,239.2% | +5,432.5% | -3,193.3% | +943.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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