+9.0%
MSFT vs CLS
-28.7%
+37.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.1% | +15.7% | +7.1% |
| 7D | +4.7% | -21.1% | +25.8% | +5.9% |
| 30D | +5.8% | -38.2% | +44.1% | +8.5% |
| 3M | +13.0% | -36.3% | +49.3% | +15.4% |
| 6M | +34.9% | -43.8% | +78.7% | +37.9% |
| YTD | +15.7% | -20.0% | +35.7% | +14.5% |
| 1Y | +9.0% | -29.6% | +38.5% | +8.6% |
| All | +9.0% | -28.7% | +37.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling