+84.9%
CL vs MSCI
+789.3%
-704.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | +2.6% | +2.7% | -0.1% | +2.1% |
| 30D | +11.8% | +16.2% | -4.5% | +8.7% |
| 3M | +5.9% | +17.1% | -11.2% | +2.8% |
| 6M | +13.3% | +13.0% | +0.3% | +10.5% |
| YTD | +27.1% | +15.8% | +11.3% | +23.0% |
| 1Y | +28.0% | +15.5% | +12.5% | +23.9% |
| 3Y | +39.4% | +32.3% | +7.1% | +29.5% |
| 5Y | +40.8% | +8.2% | +32.6% | +33.5% |
| 10Y | +84.9% | +800.7% | -715.8% | +10.6% |
| All | +84.9% | +789.3% | -704.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling