0.0%
MSFT vs CCL
-25.6%
+25.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.0% | -20.0% | +19.0% | -0.5% |
| 3M | +20.2% | -13.7% | +33.8% | +20.7% |
| 6M | +21.3% | -9.0% | +30.3% | +21.4% |
| YTD | +2.8% | -22.8% | +25.6% | +3.1% |
| 1Y | 0.0% | -25.3% | +25.3% | -1.0% |
| All | 0.0% | -25.6% | +25.6% | -1.0% |
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