+133,470.8%
MSFT vs CLX
+2,386.6%
+131,084.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.7% | -9.2% | +6.5% | -0.3% |
| 30D | +2.7% | -11.0% | +13.8% | +5.8% |
| 3M | +17.0% | +5.0% | +11.9% | +15.0% |
| 6M | +23.8% | -18.8% | +42.6% | +29.4% |
| YTD | +4.0% | -4.4% | +8.4% | +3.7% |
| 1Y | -0.8% | -21.9% | +21.0% | +4.0% |
| 3Y | +55.6% | -32.8% | +88.4% | +67.3% |
| 5Y | +72.9% | -34.6% | +107.5% | +83.0% |
| 10Y | +875.8% | -4.7% | +880.5% | +795.6% |
| All | +133,470.8% | +2,386.6% | +131,084.2% | +41,664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling