+61.8%
MSFT vs CLF
-41.3%
+103.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.4% | +16.0% | -18.4% | -4.0% |
| 30D | -3.8% | +1.6% | -5.4% | -4.4% |
| 3M | +6.4% | +6.7% | -0.3% | +4.9% |
| 6M | +28.8% | +21.1% | +7.6% | +24.2% |
| YTD | +8.8% | -1.6% | +10.4% | +6.3% |
| 1Y | +3.2% | +18.5% | -15.3% | -1.8% |
| 3Y | +44.8% | -21.0% | +65.8% | +38.9% |
| 5Y | +61.8% | -41.4% | +103.2% | +59.5% |
| All | +61.8% | -41.3% | +103.2% | +59.5% |
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 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