+133,470.8%
MSFT vs CL
+4,870.0%
+128,600.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | +2.7% | -4.8% | +7.5% | +4.5% |
| 3M | +17.0% | +4.9% | +12.0% | +14.6% |
| 6M | +23.8% | -5.7% | +29.5% | +25.7% |
| YTD | +4.0% | +14.4% | -10.4% | -2.0% |
| 1Y | -0.8% | +8.7% | -9.6% | -5.2% |
| 3Y | +55.6% | +30.0% | +25.6% | +36.5% |
| 5Y | +72.9% | +28.4% | +44.5% | +51.2% |
| 10Y | +875.8% | +50.1% | +825.7% | +699.0% |
| All | +133,470.8% | +4,870.0% | +128,600.8% | +23,830.2% |
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 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