+9.0%
MSFT vs CPB
-18.4%
+27.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.8% | +6.9% |
| 7D | +4.7% | +13.0% | -8.3% | +5.3% |
| 30D | +5.8% | +20.5% | -14.7% | +6.8% |
| 3M | +13.0% | +2.2% | +10.8% | +13.7% |
| 6M | +34.9% | +15.4% | +19.5% | +35.3% |
| YTD | +15.7% | -12.3% | +28.0% | +15.0% |
| 1Y | +9.0% | -18.0% | +26.9% | +7.6% |
| All | +9.0% | -18.4% | +27.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling