+72.3%
MSFT vs CLBK
+41.8%
+30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -1.0% | -1.5% | +0.4% | -0.8% |
| 30D | -2.7% | +6.7% | -9.3% | -3.6% |
| 3M | +22.1% | +21.2% | +0.9% | +18.7% |
| 6M | +20.6% | +42.0% | -21.4% | +14.7% |
| YTD | +2.3% | +63.3% | -61.0% | -4.7% |
| 1Y | -0.5% | +65.4% | -65.9% | -7.8% |
| 3Y | +50.5% | +52.5% | -1.9% | +38.8% |
| 5Y | +72.3% | +42.0% | +30.4% | +61.8% |
| All | +72.3% | +41.8% | +30.5% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling