+9.0%
MSFT vs CL
+33.4%
-24.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +7.0% |
| 7D | +4.7% | +7.7% | -3.0% | +5.6% |
| 30D | +5.8% | +15.2% | -9.4% | +7.4% |
| 3M | +13.0% | +7.3% | +5.7% | +13.7% |
| 6M | +34.9% | +17.0% | +17.9% | +37.8% |
| YTD | +15.7% | +28.0% | -12.3% | +19.8% |
| 1Y | +9.0% | +32.1% | -23.2% | +14.0% |
| All | +9.0% | +33.4% | -24.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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