+143,155.1%
MSFT vs CL
+5,456.9%
+137,698.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +1.1% | +5.9% | -4.8% | -1.0% |
| 30D | +1.3% | +13.8% | -12.5% | -3.5% |
| 3M | +10.2% | +6.4% | +3.7% | +7.5% |
| 6M | +30.8% | +15.6% | +15.2% | +23.4% |
| YTD | +11.5% | +27.9% | -16.4% | +0.8% |
| 1Y | +6.5% | +31.4% | -24.9% | -4.9% |
| 3Y | +55.5% | +41.4% | +14.1% | +32.2% |
| 5Y | +66.2% | +42.8% | +23.4% | +39.7% |
| 10Y | +928.0% | +79.7% | +848.3% | +687.9% |
| All | +143,155.1% | +5,456.9% | +137,698.2% | +24,506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling