+2,019.3%
MSFT vs CRL
+1,379.5%
+639.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +2.7% | +10.7% | -8.0% | 0.0% |
| 3M | +17.0% | +55.3% | -38.3% | +3.7% |
| 6M | +23.8% | +60.7% | -36.8% | +7.8% |
| YTD | +4.0% | +44.6% | -40.6% | -7.3% |
| 1Y | -0.8% | +77.7% | -78.6% | -16.9% |
| 3Y | +55.6% | +37.6% | +18.0% | +31.7% |
| 5Y | +72.9% | -35.8% | +108.7% | +76.5% |
| 10Y | +875.8% | +241.7% | +634.1% | +531.8% |
| All | +2,019.3% | +1,379.5% | +639.8% | +882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling