+141,733.1%
MSFT vs CPB
+360.6%
+141,372.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.7% | +8.0% | -6.3% | -0.2% |
| 30D | +0.2% | +22.4% | -22.2% | -4.7% |
| 3M | +6.4% | +2.5% | +3.8% | +5.1% |
| 6M | +28.7% | +12.2% | +16.5% | +24.0% |
| YTD | +10.4% | -12.8% | +23.2% | +12.4% |
| 1Y | +7.6% | -19.2% | +26.8% | +11.5% |
| 3Y | +52.3% | -35.6% | +87.9% | +63.1% |
| 5Y | +64.5% | -31.4% | +95.9% | +70.4% |
| 10Y | +917.8% | -37.9% | +955.8% | +941.8% |
| All | +141,733.1% | +360.6% | +141,372.5% | +67,289.6% |
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 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