+64.1%
MSFT vs CVE
+142.8%
-78.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | -16.1% | +17.8% | +3.4% |
| 30D | +0.2% | -10.4% | +10.5% | +1.1% |
| 3M | +6.4% | -2.4% | +8.7% | +6.2% |
| 6M | +28.7% | -4.4% | +33.1% | +28.6% |
| YTD | +10.4% | +64.9% | -54.5% | +2.7% |
| 1Y | +7.6% | +66.0% | -58.4% | -0.1% |
| 3Y | +52.3% | +57.7% | -5.3% | +39.0% |
| All | +64.1% | +142.8% | -78.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling