+920.4%
MSFT vs CCL
-27.9%
+948.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +2.1% |
| 7D | +7.5% | +3.1% | +4.5% | +7.0% |
| 30D | +1.9% | +17.5% | -15.6% | -0.6% |
| 3M | +9.2% | +6.8% | +2.4% | +7.9% |
| 6M | +31.9% | +18.7% | +13.1% | +27.7% |
| YTD | +13.4% | +3.0% | +10.4% | +11.2% |
| 1Y | +10.6% | +17.7% | -7.1% | +6.0% |
| 3Y | +54.7% | +155.6% | -100.9% | +28.1% |
| 5Y | +69.1% | +30.2% | +38.9% | +46.4% |
| 10Y | +920.4% | -28.5% | +948.9% | +919.5% |
| All | +920.4% | -27.9% | +948.2% | +919.5% |
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