+254.8%
CL vs MSCI
+2,756.4%
-2,501.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -4.8% | +0.6% | -5.4% | -4.9% |
| 3M | +4.9% | -7.1% | +12.0% | +6.1% |
| 6M | -5.7% | +0.8% | -6.5% | -6.1% |
| YTD | +14.4% | +1.0% | +13.4% | +13.6% |
| 1Y | +8.7% | +4.3% | +4.4% | +7.2% |
| 3Y | +30.0% | +9.9% | +20.0% | +25.4% |
| 5Y | +28.4% | -6.8% | +35.1% | +24.9% |
| 10Y | +50.1% | +614.7% | -564.6% | -1.3% |
| All | +254.8% | +2,756.4% | -2,501.6% | +75.2% |
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