+913.4%
MSFT vs CCL
-32.2%
+945.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +1.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -3.8% | +10.3% | -14.1% | -5.2% |
| 3M | +6.4% | +6.6% | -0.2% | +5.1% |
| 6M | +28.8% | +20.0% | +8.8% | +24.5% |
| YTD | +8.8% | -1.9% | +10.7% | +7.4% |
| 1Y | +3.2% | +10.4% | -7.3% | -0.3% |
| 3Y | +44.8% | +134.8% | -90.0% | +21.3% |
| 5Y | +61.8% | +34.0% | +27.8% | +39.6% |
| All | +913.4% | -32.2% | +945.6% | +913.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling