+878.4%
MSFT vs CPB
-45.3%
+923.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | +0.8% | -7.1% | +7.9% | +1.5% |
| 3M | +27.2% | -6.0% | +33.3% | +27.7% |
| 6M | +22.9% | -5.3% | +28.2% | +23.1% |
| YTD | +3.1% | -20.8% | +24.0% | +5.3% |
| 1Y | -0.3% | -33.8% | +33.6% | +3.9% |
| 3Y | +50.1% | -43.7% | +93.8% | +57.8% |
| 5Y | +74.6% | -40.7% | +115.4% | +79.9% |
| All | +878.4% | -45.3% | +923.7% | +919.0% |
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