+9.0%
MSFT vs CCL
+17.9%
-8.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.3% | -0.6% | +6.3% |
| 7D | +4.7% | +11.6% | -6.9% | +4.1% |
| 30D | +5.8% | +22.5% | -16.7% | +4.9% |
| 3M | +13.0% | +6.4% | +6.6% | +12.4% |
| 6M | +34.9% | +23.4% | +11.5% | +33.8% |
| YTD | +15.7% | +4.2% | +11.5% | +15.2% |
| 1Y | +9.0% | +21.9% | -12.9% | +8.8% |
| All | +9.0% | +17.9% | -8.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling