+71.4%
MSFT vs CRL
-37.4%
+108.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -1.4% | -0.6% | -0.9% | -1.3% |
| 30D | -1.0% | +5.0% | -6.0% | -2.0% |
| 3M | +20.2% | +50.6% | -30.4% | +10.6% |
| 6M | +21.3% | +60.9% | -39.7% | +9.5% |
| YTD | +2.8% | +40.7% | -38.0% | -4.9% |
| 1Y | 0.0% | +73.3% | -73.3% | -11.9% |
| 3Y | +51.2% | +40.6% | +10.7% | +33.3% |
| 5Y | +71.4% | -37.0% | +108.4% | +89.5% |
| All | +71.4% | -37.4% | +108.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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