+73.5%
MSFT vs CLS
+3,233.5%
-3,160.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -2.7% | +4.6% | -7.3% | -3.4% |
| 30D | +2.7% | -13.9% | +16.6% | +4.5% |
| 3M | +17.0% | -26.6% | +43.5% | +21.0% |
| 6M | +23.8% | +15.4% | +8.4% | +16.5% |
| YTD | +4.0% | +5.7% | -1.7% | -1.1% |
| 1Y | -0.8% | +41.1% | -41.9% | -12.4% |
| 3Y | +55.6% | +1,228.6% | -1,173.0% | -28.7% |
| All | +73.5% | +3,233.5% | -3,160.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling