+915.1%
MSFT vs CPB
-38.9%
+954.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | -1.8% | +19.2% | -21.1% | -3.5% |
| 3M | +5.6% | -0.9% | +6.6% | +5.6% |
| 6M | +29.8% | +15.2% | +14.6% | +27.5% |
| YTD | +9.0% | -13.1% | +22.1% | +10.2% |
| 1Y | +4.9% | -22.4% | +27.4% | +7.4% |
| 3Y | +46.2% | -35.3% | +81.5% | +50.9% |
| 5Y | +62.1% | -33.0% | +95.1% | +64.4% |
| All | +915.1% | -38.9% | +954.0% | +910.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling