+55.0%
MSFT vs CPB
-40.7%
+95.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -2.2% |
| 7D | -2.7% | -8.6% | +5.9% | -3.2% |
| 30D | +2.7% | -7.2% | +9.9% | +2.3% |
| 3M | +17.0% | +0.9% | +16.1% | +16.9% |
| 6M | +23.8% | -11.8% | +35.6% | +22.7% |
| YTD | +4.0% | -19.4% | +23.4% | +2.4% |
| 1Y | -0.8% | -30.4% | +29.6% | -3.4% |
| All | +55.0% | -40.7% | +95.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling