+141,733.1%
MSFT vs CCL
+1,055.2%
+140,677.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | +3.1% | -1.5% | +0.9% |
| 30D | +0.2% | +13.7% | -13.5% | -2.8% |
| 3M | +6.4% | +3.8% | +2.5% | +4.9% |
| 6M | +28.7% | +9.3% | +19.4% | +24.8% |
| YTD | +10.4% | -1.1% | +11.5% | +7.9% |
| 1Y | +7.6% | +14.6% | -6.9% | +1.2% |
| 3Y | +52.3% | +146.4% | -94.1% | +14.9% |
| 5Y | +64.5% | +21.9% | +42.7% | +34.8% |
| 10Y | +917.8% | -29.4% | +947.3% | +676.7% |
| All | +141,733.1% | +1,055.2% | +140,677.9% | +42,402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling