+67.9%
MSFT vs CLBK
+28.8%
+39.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +2.3% | +2.9% | -0.6% | +1.9% |
| 30D | -0.4% | +5.4% | -5.7% | -1.1% |
| 3M | +5.6% | +5.8% | -0.2% | +4.6% |
| 6M | +29.0% | +28.9% | 0.0% | +24.1% |
| YTD | +10.9% | +61.8% | -50.9% | +3.2% |
| 1Y | +6.2% | +63.1% | -56.9% | -1.4% |
| 3Y | +47.6% | +55.3% | -7.7% | +35.3% |
| 5Y | +67.9% | +28.0% | +39.9% | +56.0% |
| All | +67.9% | +28.8% | +39.2% | +56.0% |
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