+876.0%
MSFT vs CLF
+127.2%
+748.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -2.7% | +7.6% | -10.3% | -3.6% |
| 30D | +2.7% | -1.2% | +3.9% | +2.7% |
| 3M | +17.0% | -13.4% | +30.3% | +18.2% |
| 6M | +23.8% | +15.4% | +8.4% | +20.0% |
| YTD | +4.0% | -5.9% | +9.9% | +2.6% |
| 1Y | -0.8% | +18.8% | -19.6% | -6.3% |
| 3Y | +55.6% | -19.4% | +75.0% | +48.4% |
| 5Y | +72.9% | -47.7% | +120.6% | +69.6% |
| All | +876.0% | +127.2% | +748.8% | +597.5% |
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