+876.8%
MSFT vs CVE
+159.5%
+717.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +2.7% | +16.7% | -14.0% | +0.6% |
| 3M | +17.0% | +9.3% | +7.7% | +15.4% |
| 6M | +23.8% | +43.6% | -19.8% | +17.5% |
| YTD | +4.0% | +93.6% | -89.6% | -5.5% |
| 1Y | -0.8% | +98.8% | -99.6% | -10.4% |
| 3Y | +55.6% | +73.6% | -18.0% | +40.9% |
| 5Y | +72.9% | +312.5% | -239.6% | +35.7% |
| All | +876.8% | +159.5% | +717.3% | +590.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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