+141,733.1%
MSFT vs CL
+5,337.0%
+136,396.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.2% |
| 7D | +1.7% | +1.3% | +0.3% | +1.2% |
| 30D | +0.2% | +11.4% | -11.2% | -3.8% |
| 3M | +6.4% | +4.4% | +1.9% | +4.4% |
| 6M | +28.7% | +10.8% | +17.9% | +23.3% |
| YTD | +10.4% | +25.1% | -14.7% | +0.5% |
| 1Y | +7.6% | +28.0% | -20.3% | -3.0% |
| 3Y | +52.3% | +37.6% | +14.7% | +30.8% |
| 5Y | +64.5% | +39.7% | +24.8% | +39.4% |
| 10Y | +917.8% | +75.8% | +842.0% | +686.1% |
| All | +141,733.1% | +5,337.0% | +136,396.1% | +24,449.3% |
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