+4.9%
MSFT vs CL
+29.8%
-24.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.3% |
| 7D | -1.3% | +3.2% | -4.5% | -1.0% |
| 30D | -1.8% | +8.0% | -9.9% | -1.0% |
| 3M | +5.6% | +7.9% | -2.2% | +6.3% |
| 6M | +29.8% | +14.7% | +15.1% | +31.9% |
| YTD | +9.0% | +29.2% | -20.1% | +12.8% |
| 1Y | +4.9% | +29.5% | -24.6% | +8.8% |
| All | +4.9% | +29.8% | -24.9% | +8.8% |
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