+297.0%
CL vs MSCI
+3,261.3%
-2,964.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.4% | -2.1% | +2.3% |
| 7D | +7.7% | +11.5% | -3.8% | +5.7% |
| 30D | +15.2% | +22.1% | -6.8% | +11.3% |
| 3M | +7.3% | +18.4% | -11.1% | +4.1% |
| 6M | +17.0% | +16.6% | +0.4% | +13.6% |
| YTD | +28.0% | +18.8% | +9.1% | +23.5% |
| 1Y | +32.1% | +19.0% | +13.1% | +27.4% |
| 3Y | +41.5% | +40.7% | +0.8% | +30.7% |
| 5Y | +43.9% | +7.9% | +36.0% | +36.6% |
| 10Y | +79.8% | +848.9% | -769.1% | +12.6% |
| All | +297.0% | +3,261.3% | -2,964.3% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling