+63.3%
MSFT vs CL
+40.0%
+23.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | -0.8% | -5.5% | -6.2% |
| 30D | -3.7% | +9.5% | -13.2% | -4.6% |
| 3M | +3.6% | +6.8% | -3.1% | +2.9% |
| 6M | +26.8% | +14.3% | +12.5% | +25.0% |
| YTD | +8.4% | +26.3% | -17.8% | +5.0% |
| 1Y | +3.3% | +25.6% | -22.3% | +0.1% |
| 3Y | +44.3% | +38.5% | +5.8% | +29.7% |
| 5Y | +63.3% | +40.7% | +22.6% | +44.4% |
| All | +63.3% | +40.0% | +23.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling