+71.4%
MSFT vs CLX
-35.2%
+106.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -1.4% | -3.5% | +2.1% | -1.3% |
| 30D | -1.0% | -11.9% | +10.8% | -0.6% |
| 3M | +20.2% | -2.6% | +22.8% | +20.3% |
| 6M | +21.3% | -18.2% | +39.4% | +22.4% |
| YTD | +2.8% | -5.9% | +8.7% | +2.6% |
| 1Y | 0.0% | -23.8% | +23.8% | +1.4% |
| 3Y | +51.2% | -33.6% | +84.8% | +54.4% |
| 5Y | +71.4% | -35.7% | +107.1% | +67.6% |
| All | +71.4% | -35.2% | +106.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling