+73.5%
MSFT vs CLF
-47.7%
+121.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -2.7% | +7.6% | -10.3% | -3.5% |
| 30D | +2.7% | -1.2% | +3.9% | +2.7% |
| 3M | +17.0% | -13.4% | +30.3% | +18.3% |
| 6M | +23.8% | +15.4% | +8.4% | +20.4% |
| YTD | +4.0% | -5.9% | +9.9% | +2.7% |
| 1Y | -0.8% | +18.8% | -19.6% | -6.2% |
| 3Y | +55.6% | -19.4% | +75.0% | +48.7% |
| All | +73.5% | -47.7% | +121.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling