+133,470.8%
MSFT vs CPB
+325.7%
+133,145.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.2% |
| 7D | -2.7% | -8.6% | +5.9% | -0.7% |
| 30D | +2.7% | -7.2% | +9.9% | +4.3% |
| 3M | +17.0% | +0.9% | +16.1% | +16.0% |
| 6M | +23.8% | -11.8% | +35.6% | +26.5% |
| YTD | +4.0% | -19.4% | +23.4% | +8.3% |
| 1Y | -0.8% | -30.4% | +29.6% | +6.7% |
| 3Y | +55.6% | -40.2% | +95.8% | +70.0% |
| 5Y | +72.9% | -39.5% | +112.4% | +85.4% |
| 10Y | +875.8% | -47.4% | +923.2% | +948.0% |
| All | +133,470.8% | +325.7% | +133,145.0% | +64,814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling