+53.3%
MSFT vs CL
+30.5%
+22.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -2.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.8% |
| 30D | +2.7% | -4.8% | +7.5% | +2.3% |
| 3M | +17.0% | +4.9% | +12.0% | +17.6% |
| 6M | +23.8% | -5.7% | +29.5% | +23.1% |
| YTD | +4.0% | +14.4% | -10.4% | +5.0% |
| 1Y | -0.8% | +8.7% | -9.6% | +0.1% |
| All | +53.3% | +30.5% | +22.9% | +46.2% |
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