+461.6%
MSFT vs CLBK
+64.7%
+396.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.0% | -1.5% | +0.4% | -0.7% |
| 30D | -2.7% | +6.7% | -9.3% | -4.2% |
| 3M | +22.1% | +21.2% | +0.9% | +16.4% |
| 6M | +20.6% | +42.0% | -21.4% | +10.5% |
| YTD | +2.3% | +63.3% | -61.0% | -9.6% |
| 1Y | -0.5% | +65.4% | -65.9% | -12.8% |
| 3Y | +50.5% | +52.5% | -1.9% | +30.9% |
| 5Y | +72.3% | +42.0% | +30.4% | +45.6% |
| All | +461.6% | +64.7% | +396.8% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling