+73.5%
MSFT vs CCL
+5.2%
+68.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -5.0% | +2.4% | -1.9% |
| 30D | +2.7% | -20.3% | +23.1% | +6.5% |
| 3M | +17.0% | -15.1% | +32.1% | +19.8% |
| 6M | +23.8% | -15.1% | +38.9% | +25.9% |
| YTD | +4.0% | -21.8% | +25.8% | +6.7% |
| 1Y | -0.8% | -24.8% | +24.0% | +2.0% |
| 3Y | +55.6% | +51.9% | +3.7% | +35.6% |
| All | +73.5% | +5.2% | +68.2% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling