+1,628.1%
CLS vs MSCI
+789.3%
+838.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -22.2% | +2.8% | -25.0% | -23.2% |
| 30D | -44.4% | +15.4% | -59.8% | -47.9% |
| 3M | -34.3% | +13.4% | -47.7% | -38.1% |
| 6M | -50.1% | +10.9% | -61.0% | -53.4% |
| YTD | -30.1% | +13.0% | -43.1% | -36.0% |
| 1Y | -39.3% | +12.0% | -51.4% | -44.3% |
| 3Y | +732.7% | +34.1% | +698.6% | +586.1% |
| 5Y | +1,777.2% | +3.9% | +1,773.3% | +1,574.0% |
| All | +1,628.1% | +789.3% | +838.7% | +639.4% |
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 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