+671.0%
CL vs MKSI
+1,773.7%
-1,102.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +1.9% |
| 7D | +3.2% | +12.2% | -8.9% | +2.6% |
| 30D | +8.0% | -8.0% | +16.1% | +8.3% |
| 3M | +7.9% | -29.5% | +37.4% | +9.6% |
| 6M | +14.7% | -31.9% | +46.7% | +16.0% |
| YTD | +29.2% | +35.3% | -6.1% | +24.6% |
| 1Y | +29.5% | +50.3% | -20.7% | +24.0% |
| 3Y | +40.7% | +216.4% | -175.7% | +24.5% |
| 5Y | +43.9% | +34.4% | +9.4% | +33.7% |
| 10Y | +87.2% | +348.6% | -261.4% | +54.2% |
| All | +671.0% | +1,773.7% | -1,102.7% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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