+885.0%
MSFT vs CLX
-3.8%
+888.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | -2.7% | -15.8% | +13.2% | -0.2% |
| 3M | +22.1% | -7.9% | +30.0% | +23.4% |
| 6M | +20.6% | -19.0% | +39.6% | +24.1% |
| YTD | +2.3% | -7.9% | +10.2% | +2.6% |
| 1Y | -0.5% | -25.4% | +24.8% | +3.5% |
| 3Y | +50.5% | -35.0% | +85.5% | +59.1% |
| 5Y | +72.3% | -36.8% | +109.1% | +79.5% |
| 10Y | +885.0% | -1.4% | +886.5% | +792.4% |
| All | +885.0% | -3.8% | +888.8% | +792.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling