+922.9%
MSFT vs CPB
-40.9%
+963.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | +2.3% | +2.9% | -0.5% | +2.1% |
| 30D | -0.4% | +17.6% | -18.0% | -1.9% |
| 3M | +5.6% | +2.0% | +3.5% | +5.2% |
| 6M | +29.0% | +11.6% | +17.3% | +27.1% |
| YTD | +10.9% | -13.8% | +24.7% | +12.2% |
| 1Y | +6.2% | -21.6% | +27.8% | +8.6% |
| 3Y | +47.6% | -35.8% | +83.4% | +52.4% |
| 5Y | +67.9% | -33.3% | +101.2% | +70.3% |
| 10Y | +922.9% | -39.4% | +962.3% | +926.6% |
| All | +922.9% | -40.9% | +963.8% | +926.6% |
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 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