+8.6%
MSFT vs CLS
-34.6%
+43.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.9% | -5.1% | +2.3% |
| 7D | +7.5% | -10.6% | +18.1% | +8.0% |
| 30D | +1.9% | -38.4% | +40.3% | +4.4% |
| 3M | +9.2% | -29.9% | +39.1% | +10.8% |
| 6M | +31.9% | -40.6% | +72.5% | +33.9% |
| YTD | +13.4% | -24.6% | +38.0% | +12.7% |
| All | +8.6% | -34.6% | +43.2% | +9.0% |
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