+2,305.6%
MSFT vs CVE
+62.8%
+2,242.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.8% | -3.2% |
| 7D | +1.1% | -14.1% | +15.2% | +3.3% |
| 30D | +1.3% | -11.6% | +12.9% | +3.0% |
| 3M | +10.2% | 0.0% | +10.1% | +9.7% |
| 6M | +30.8% | -8.4% | +39.2% | +31.6% |
| YTD | +11.5% | +65.9% | -54.4% | +1.5% |
| 1Y | +6.5% | +69.4% | -62.9% | -3.5% |
| 3Y | +55.5% | +55.9% | -0.5% | +40.2% |
| 5Y | +66.2% | +146.2% | -80.0% | +34.6% |
| 10Y | +928.0% | +140.6% | +787.4% | +627.4% |
| All | +2,305.6% | +62.8% | +2,242.8% | +1,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling