+52.3%
MSFT vs CL
+38.3%
+14.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.2% |
| 7D | +1.7% | +1.3% | +0.3% | +1.8% |
| 30D | +0.2% | +11.4% | -11.2% | +1.1% |
| 3M | +6.4% | +4.4% | +1.9% | +6.7% |
| 6M | +28.7% | +10.8% | +17.9% | +30.0% |
| YTD | +10.4% | +25.1% | -14.7% | +12.6% |
| 1Y | +7.6% | +28.0% | -20.3% | +10.0% |
| 3Y | +52.3% | +37.6% | +14.7% | +47.6% |
| All | +52.3% | +38.3% | +14.1% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling