+47.6%
MSFT vs CL
+39.6%
+8.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +2.3% | +2.6% | -0.2% | +2.5% |
| 30D | -0.4% | +11.8% | -12.1% | +0.6% |
| 3M | +5.6% | +5.9% | -0.4% | +6.0% |
| 6M | +29.0% | +13.3% | +15.6% | +30.5% |
| YTD | +10.9% | +27.1% | -16.2% | +13.3% |
| 1Y | +6.2% | +28.0% | -21.8% | +8.6% |
| 3Y | +47.6% | +39.4% | +8.2% | +43.8% |
| All | +47.6% | +39.6% | +8.0% | +43.8% |
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 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