+889.0%
MSFT vs CLF
+104.8%
+784.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +1.7% | -19.6% | +21.2% | +4.1% |
| 30D | +0.2% | -5.0% | +5.1% | +0.3% |
| 3M | +6.4% | -6.3% | +12.6% | +6.4% |
| 6M | +28.7% | +2.8% | +25.9% | +26.0% |
| YTD | +10.4% | -13.7% | +24.1% | +9.4% |
| 1Y | +7.6% | +13.6% | -6.0% | +2.6% |
| 3Y | +52.3% | -34.0% | +86.3% | +48.6% |
| 5Y | +64.5% | -48.7% | +113.3% | +61.3% |
| All | +889.0% | +104.8% | +784.2% | +637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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